The problem is you played the character while Steam couldn’t save to the cloud so when you did get internet back it overwrote the local ones with what it had on the cloud.
Where you found your character is Steam’s cloud saving location on your PC. Local saves are in the My Documents - My Games - Grim Dawn - save folder.
If you want to move your characters from cloud saving to local saves then follow the instructions here
Just back the local save folder up regularly to keep from losing progress.