For future searches.
It was a Wordfence firewall rule.
Thomas helped me out here (thanks again!)
Wordfence>Firewall>Manage WAF>Advanced Firewall Options>Rules>‘Show all Rules’ → disable the rule that is labeled ‘HappyFiles Pro <= 1.8.1 - Missing Authorization’
Now the fun part was - wordfence wasn’t installed on this install. But being a subdomain it was the WAF rules on the main domains install.
Hey, I also have this issue, but for me the problem was coming from my VPN.
When enabled, the folders are gone.
I use Proton VPN.
I’m posting it so if someone else faces this issue, he/she knows another reason for it !