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You won't get that work back because you never saved it. I suggest reading through all of the docs before pouring multiple hours of work into it. I'd also suggest, before you spent multiple hours, to first try everything with small samples (open replay, create small, sample path, exit) to verify everything works as you expect it to.
I'm not sure what piece of software made people think that exit = save but that's not how it is. If you exit, you exit the replay. If you save (see link above), you save, no need to exit.