OK, that opens a new can of worms for you. You may have your Desktop and Documents folders stored in the cloud. It's easy to let that happen as it is the default setting when you upgrade/install the OS from Apple. And in your case, you have a new MBA, so the default was there when it arrived. What that means is that files you have not used recently are NOT on the MBA, but in the iCloud storage. When you want the file, it downloads from the cloud and appears on your local machine. It then stays there until some time passes without being accessed and then is put back into the cloud. It "looks like" it is on your machine because you can "see" the filename, but it's just a link to the real file in the cloud.
To check for this situation, open System Preferences and click on where it says "Apple ID." That action will open a screen showing a list of things that can be transferred to, or through, iCloud. In the window on the right side is a list with check boxes. One is named "iCloud Drive" and has an "Options.." button. Click on that option button. At the top is "Desktop & Documents Folders." If that is checked, items on the Desktop and in your Documents folder are stored in the cloud and not on your MBA. Apple calls this "optimized storage" and is their default with a new setup or new installation. Don't make any changes on that option yet, just click on "Done" to leave. Once back at the original Apple ID pane, there is a box below the list labelled "Optimize Mac Storage." That option, if selected, will move your Desktop and Documents folder to the iCloud drive and then to the cloud, off your MBA. It's a kind of double-whammy from Apple.
So, how to proceed?
Well, first tell us what you want to do. If you find the boxes checked and you ARE using the iCloud storage, then do you want to continue to store your documents in the cloud to make more space on the internal storage and have them available on your iDevices as long as they have access to the Internet? Or do you want to have all your files with you, even if you don't have access to the Internet by storing them locally on the MBA and you don't care if they are shared to your iDevices?
So, let me know what you find when you look at the settings. Don't change anything yet, there are things you need to do before you turn it off if you want to make sure NOT to lose anything.
And, do you have a current backup? If not, I would strongly suggest making one before you do anything else.
