How do I save the data file using the Mac version? I started my return, but when I went back - nothing was saved.

On my end, it appears you are using TurboTax Online. On the online version of TurboTax, your progress should automatically save as you move through each screen. If you are not using the online version, you must go to "File>Save" before closing out the program.

Thankyou for your feedback.   Saving when exiting does work.  Seems silly to me that there is not a function to save without exiting.   

TurboTax Online automatically saves your work as you go through the interview. You can see the information here on how to save your return as a PDF, after you file.  I'm glad you were able to save your tax return.