Does the Console app in macOS keep a log of when I deleted a certain file? Today a weird thing happened while I was copying two large files from my Mac to my hard drive. The two files vanished from the original folder on my Mac during copying! And in the end, I got a warning saying "Error happens while copying" or something, and there's only one of those files in my hard drive. Is there any way in Mac that I can discover when and how I delete this file, like this file was deleted by an app or something? Does the Console app keep a log of it?

Thanks
No. The filesystem doesn’t directly or indirectly to the console have a journal or log of changes in files or folders or permissions. 

There are some tools to do that, but none ship enabled or configured with the os. 

Time Machine is the way to find when the file was last present and it’s searchable from spotlight. 

I would set that up now or connect and get a current backup before you do any troubleshooting so if you need to erase the drive or repair it, your other files are covered at least now and going forward.