I'm betting it is still in Macintosh HD/Users/UserName/Downloads
but just missing from the Dock.
So...
Open the above and drag the Downloads folder to the right side of your Dock. It will not move the folder, just make a shortcut to it.
Now, a secondary click* on the icon in the Dock will give you options for displaying it. Play with those and settle on the one you like best.
*right or control-click