The TUF files you see in the ..\DATA folder is a “transaction undo file” which contains modifications to the database that were not committed on the source database but were in progress when the transaction log was backed up AND when the log (trn) was restored to the same database on a secondary server. This file gets created because log-shipping was configured to allow the database to be in STANDBY (read-only) mode after the logs are applied. When another transaction log is restored, SQL Server uses data from the undo file and the transaction log to continue restoring the incomplete transactions (assuming that they are were completed in the next transaction log file). Following the restore, the undo file will be re-written with any transactions that, at that point, are incomplete.
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