Please note that /data/media (which contains data like your pictures and music) is NOT backed up by TWRP. So please do a separate backup of all your media files!
These files can be copied using the usual methods to access files on the phone, for example over USB. If files appear to be missing in USB mode, Android’s file index may have gotten stuck - deleting data for media storage (Settings > Apps) forces a rebuild of the index (this may take some time).