
Which option did you use to (try to) switch the library?
There are 3 options there:
- Open a library calibre doesn't know about yet, adding it to the quick-switch list.
- Create a brand-new, empty library.
- Move (not copy) the current library to somewhere else.
None of those options creates a backup. To create a backup you will need software that specializes in backups. MS Synctoy, command-line utilities like Rsync, or other file-syncing software (FreeFileSync if you are careful to avoid the malware it tries to install

shame it went downhill) can do that for you.