Ruth,
Most Custom Fact Sets are stored in the C:\ProgramData\Calico Pie\Family Historian\Fact Types folder, not with the project file. This is because the Fact Set needs to be accessible to all projects.
Have you backed up your FH settings and customisations as detailed
Backup and Recovery in the Knowledge Base? Do you have any other backup copy of this folder? If so, the Fact Set can be recovered from the backup.
If not, I'm afraid this is a hard lesson that any file that is not backed up is a file you are happy to do without...