Your description is quite confusing. [:(]

I saved it a few times to be sure, then closed it finally, ignoring the message.

If you exited the program just after you saved, there won't be any additional message, except if save operation failed! Did you have a message telling you that the save operation failed?
Are you sure you're opening the file you saved? Maybe you opened an old copy.

Have a look at : Library/Application Support/eTeks/Sweet Home 3D/Recovery

If inkstain44 had no error message, his file should be saved and recovery folder will be empty (recovery folder is to recover files in case of a program crash).