Securely updating themes

Hi All,

I just updated the directory starter and supreme directory in wordpress. I noticed that afterwards my css files and images in the image folder were gone (luckily the css files I backed up).

I so far made changes directly in the supreme directory folder as I thought it would be a safe child theme and thus not affected by parent changes, but logically if the child theme is updated it will be affected (dough!). So how would I create a child theme of the child theme if that would work at all to keep files safe from being overwritten with every update?

Many thanks,
David