I record my sets regularly using my RX and have only once had an issue where I looked down and spotted the recording had stopped during a set, so I restarted it which worked, only it overwrote the ealier recording because it used the same name. I was pretty upset as I thought I'd lost the recording of the first part of my set but I was able to recover it using some recovery software. However I don't think that this will help you in this case. Four things I would recommend when recording using the 2nd USB on the RX would be: 1) always use quality usbs, 2) try to avoid reading and writing to the stick at the same time, 3) always wait a moment after stopping the recordings before ejecting the stick and 4) always safely eject the stick
There are some suggestions here that might work for you, I would avoid using untrusted software but there are a few tools in VLC that might help you: https://windowsreport.com/fix-corrupt-wav-file/
George