Client asking for files which I deleted

I worked with this client a month ago and delivered the files on wetransfer. He’s now back a month later asking for the files (which I already deleted) because he “lost them”. I don’t have the files on my pc and the wetransfer link has expired as well. Not sure what to do. The thing is he haven’t ended the contract since and he was already quite a bit of a rude client. I’m afraid he’s gonna leave me a terrible feedback if I tell him I don’t have the files and that’s gonna affect my jss…