I had the same problem and found that I was trying to edit a file (scene) that I had in a folder. When it saved the file the first time, it was defaulting to the root directory where it naturally couldn't find the scene, yet the scene I was working on stayed resident in the editing window! I found that by making sure I clicked on the correct file [in the assigned folder] after a save, all was well!! However, it's also easy (And, probably better if you have no better memory than I do) to simply move the scene to the root directory for editing, then back to the folder where you want it to reside when finished.