You say you didn’t delete the file, what did you choose, move to chest is usually the recommended option ?
If you choose one of the options than that may have been why you couldn’t find it later.
It would be somewhat difficult to know what site it was because that isn’t recorded unless the Web Shield detected it. As you said you were using a feed reader, that wouldn’t be using the http protocol and as such not scanned by the web shield.

A google search for the file name and without the [1] don’t return any hits, which in itself is suspicious.