In the Mac App Store version, the SH3D files created for recovery purpose are stored in the folder
[font=courier new]~/Library/Containers/com.eteks.sweethome3d.SweetHome3D/Data/Library/Application Support/eTeks/Sweet Home 3D/recovery[/font].
The [font=courier new].recovered[/font] files found there can be copied and changed to [font=courier new].sh3d[/font] to be opened by Sweet Home 3D.

Could you give more details about what's happening when you select File > Save and File > Open menu item?