Sequences are simply stored in the project file as data bits of the connected clips plus effects, they don't actually "really exist".
Now ... clicking on the cross in the timeline panel doesn't delete the sequence, just removes it from view in the timeline panel, so check your Project panel, it may still be there.
Actually deleting the sequence from the project panel means the data about all those connections is deleted. If you have an auto-save or preferably a manual save going back to the last save would be your only hope.
And ... please ... learn to do manual saves every few minutes, certainly every time you complete a step ... simple Ctrl/Cmd-S.
Every few saves or each major step, do an iterative save-as to a new name, and continue working in the new project file.
While doing the iterative save, it's also wise to save-a-copy to another drive.
Basic Computing 101, and the only way to keep from being poorly fried meat.
Neil