Upgrade to the latest firmware. Earlier firmware versions had limits to the number of folders you can store on the M200 series.
Format the M250 in both MTP and MSC mode. This will wipe out anything you may have put on it and don’t see now. Follow this link for step by step on formatting:
Make sure you follow step B -2. WMP creates a seperate folder for each artists, sub folder for each album. If you have one song from each artist, you wind up with 2 folders for each song. You reach the limit quickly. Not having folders will not affect the order of playing or playlists.