Odin is failing on the modem, it seems. What baseband do you have installed at the moment? Many of the newer Samsungs have certain protections built in that cause issues with downgrading past official 4.3.
But it is normal for your stuff to still be there. Most firmware packages do not automatically wipe the phone while it flashes, which is why you will see the recommendation to factory reset after Odin flashes when you get stuck in a boot loop.