Hi, my first post here so will try and be accurate and succinct. I am certain of bugs which is why I am reporting it.
Server: Centos 6.8 32 bit VPS
Webmin 1.860 - bug - MySQL backup to local file will wipe out the target folder likely because webmin uses root privileges.
Were you backing up all databases to a directory, or just a single database to a directory that then got deleted?