You may be experiencing the hibernation issue with Windows 10. If I remember correctly, Windows 10 by default uses a setting called "fast start" which puts the system into a special hibernation state instead of a full shut down to improve boot times (more info here). When restarting from this state, the OS does a kind of check/repair on the filesystem I believe. This could be what is deleting your files. You can disable "fast start" in the system power options:
If turning off "fast start" doesn't fix your problem, then after you copy the files in Ubuntu, unmount the NTFS partitions:
$ sudo umount /mnt/General # or wherever "General" partition is mounted
Then remount them to see if the files are still there. If they are, reboot into Windows. If you can now access the files from Windows, there could be an issue with files being cached for write to the filesystem but never actually get written. I'm not sure how that would be fixed, but usually (as I understand it) if files are cached, they will be written when the filesystem is unmounted. That could mean that the partitions are not being unmounted properly when the system is shut down.
If all else fails, there are some tools for Windows that can give you access to the ext2/3/4 partitions:
You should be able to use one of those to copy files from the Ext4 partition the NTFS ones in Windows.