When using the downloaded/CD version you are prompted to save the return everytime you close the return. You also have the option to save the return anytime you wish ... I always suggest you do so when you finish a section since only the online version autosaves automatically.
Program updates do not lose saved tax files ... do a system wide search for anything ending in *.tax if you did indeed save your progress at some point.
And if the update was to WIN 10 then those have a tendency to put things in the trash so look there as well.
