do not format the flash drive until you've tried the possible recovery options:
1 try to plug the flash drive on a different computer (best if you can try it on a MAC), and see if it can detect the files inside
2. if step 1 and plugging it into a mac or linux system still fails, try running recuva.
3. try using "GetDataBack" Data Recovery Software Products - Runtime Software Products
your flash drive is probably formatted as FAT32, download the Fat32 version of getdataback. the download install a demo version. Based from the website, the demo is able to detect and preview the files that it can recover. If it is indeed able to see the files, you can purchase a license so you can proceed with file recovery.
***there might be other software (we can try looking for other and possible free software in case steps 2 and 3 fail). sorry i havent personally tried using prayaya yet, so im not sure how the data was saved.
one thing i can tell you is that, its best to properly remove the flash drive first instead of just shutting down the computer or pulling it from the usb port.
also, large files like 300mb++ exe or documents take some time for the antivirus to scan/ takes some time to edit and save. you'll know that programs are no longer accessing your flash drive when its says its safe to remove the drive from the start menu.