Can't find my Actions in Photoshop (CC 2017)

How do I open the Action pallet PSP-files? Don't seem to work if you just open them in Photoshop. And also, might my actions be in here?

They need to be stored in the location/s specified in the previously linked blog post. However if these action files have been “reset” or lost, then unless you have backups of the individual .atn files (see below) or an earlier backup of the .psp files then you may be out of luck.

However, I don't think I ever have saved the actions more than in the program itself (record and then stop). Is this saving or is there another way you should do aswell?

This is not good. This is only storing them in the .psp file, which can be temporary as you have sadly found. As mentioned in the previously linked blog post: “best practice is to manually save out each action set individually to a .atn (action) file using the menu on the upper right of the action palette window”.

Select an action set (folder) in the list and then: