I can reproduce this. 
Insert a usb-key. 
Open dolphin. Only particularity, have the title with a mixed latin - chinese
charakter (with me it is (HSK ���). 
To be exact: 
Main folder (with this mixed title) containing 3 folders with also mixed title.
Let every of this folder have multiple mp3. 
Behaviour:
First folder is created. Then apparently two subfolders are created but the
third not. The two subfolders are created without content. 
This is repeatable. 
Then: you can create the third folder by hand, then you can copy every single
mp3 file by hand. You also can copy the content into the beforehand created
folders without content. 
However, every try to create in one glitch a copy of nested folders with
content on a usb-key with fat32 fails. 

Once copied by hand, the usb-key the files are readable and the directory are
correctly recognized on another PC with Leap 42.1. 

So, the usb-key and its file system seem to be O.K.. The created content seams
O.K. I checked for permissions of the files, all O.K. 
But if trying to copy nested folders onto the usb with the latest tumbleweed
that fails.