I sync my Fenix 5 to my Windows PC with a cable. When i connected the cable one time, i got a Windows message (pop-up system tray) that the last sync was incomplete, and see Garmin Connect for more information. But, i cannot find any explanatory information in Garmin Connect. At any rate, indeed, my last activity is not listed in Connect. I can still access that activity data now on the watch activity history. But, if i reconnect the cable, that activity data which is present on the watch is not synced to Garmin Connect. (Have repeated connecting and disconnecting cable a few times, but it will not sync). So...is there anything i can do to sync this activity to Connect? That data appears to be "marooned" on the watch.
Just expanding on Philip's answer. Connect via cable, and use the "Mass Storage" option to copy the .FIT file over to your computer (you should be able to tell which file from the date). Then use Garmin Connect to manually import this activity file.
I think I have had this happen to me once in about 2 years of usage of my F5, and the above solution worked to get the activity into GC.