In have no idea why shredder would decide that files are in the recycle bin when they shouldn't be but as I always use Windows Disk Cleanup to do that operation I haven't experienced the issue.
All drives have a recycle bin, even those used solely for storage. It's a hidden folder in that case.
I can only imagine that somehow Windows has mislabelled those files, or something else has - a registry optimizer/cleaner perhaps or is your backup software mirroring some action on your C: drive? Only a thought..
Unfortunately they are lost once shredded. It's feasible that a professional data recovery service might be able to salvage some, but that's an expensive proposition with no guarantees.
Technical Support is your best bet here, they are free to call or use online chat and linked under Useful Links at the top of this page. At least they will hopefully be able to tell you how to prevent such an occurrence in the future.