You don't use Define Projection unless the layer/file had an unknown coordinate system. If you define one and it isn't in that coordinate system, it will be defined wrong and vanish.
If you want a file to BE in a different coordinate system, you have to Project it... this applies to both vector and raster data.
So if you have defined it wrong, define it back to what it was, then Project if needed.
An oldie...
Define Projection vs Project... a visual guide - Esri Community
... sort of retired...