This happened to me twice today. The first time I thought I made a mistake but happening twice makes me think it's a software issue. Luckily I had the saved file from end of day yesterday and the changes I made today were minimal.
I made changes to a Blu Ray project in Encore. I burned the disk and everything seems fine. When I save and quit, the project file disappears. GONE! The only reference to it anywhere on the computer or external drive is the project is in the recent items list from the Apple menu (and my backup drive but that is from yesterday).