Can't explain why you're losing pics with drag-n-drop, perhaps your PC or storage device can't keep up with you. The more usual (and reliable) way of transferring files is letting Windows or an image manager import them, I would suggest you try that instead. Either from the Autorun popup that would normally appear when you plug your device in, or firing up your image manager of choice and manually starting the importing process. In addition, taking the memory card out and using a card reader might help - again, your camera's transfer speed might be a limiting factor.
Surface Pro (2017) vs Surface Pro 4