In my case the folder was on a Mac, stored in iCloud & also being backed up via git. The File API sometimes removes files from disk. I opened the folder in Finder and clicked the download button, then it worked.
This is interesting, but I found that the File API was moving files to frequently and moved my scripts to a different folder. I still have a tampermonkey backup folder in my Cloud docs with a README that points to the repo in case I go looking for it there.