"0" is the id of your node in your cluster. If you only have a "0", it means you have a one node cluster. You should see an indices folder under "0", which should contain your different indices, and under each you will find the index shard data.
As long as you can get/search the data you've been indexing, then you're indexing fine
I don't follow. You have 0 inside nodes probably because you only have one node. Under your indices folder (nodes/0/indices), you should see your index, then inside your index folder, you should see directories 0, 1, 2 and _state (since you have 3 primary shards and only one node that they are allocated on).
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