Well, I don't 'do' AutoHotKey, but, surely it allows you to check for directories?
if ((Directory.Exists("D:\\data\\program files\\Autohotkey\\daily")) && (! File.Exists("D:\\data\\program files\\Autohotkey\\daily\\" + The_Date + ".txt")))
If the directory exists, but the file doesn't, backup...
Edit: IDEA! Put another file, "check.me" on the drive, and only run the backup if it finds that file AND not the other file...