@ggreenblum, thanks for the detailed reply. So, as I understand it, you are editing your jpeg files and overwriting the original. Is that correct? Since I assume you know where the original file was located and you cannot find the file in the folder, my next suggestion would be to look in your recycle bin. It is possible that the files have been accidentally deleted or that a temporary file that is created while editing gets deleted.
Were you working on a number of different files at the same time in the Editor before saving them? Or has this problem arisen with files being edited one-at-a-time?
Are you saving the files to your C drive or a different drive?