When you edit a commentary entry in SwordSearcher it immediately saves the changes in your Documents\SwordSearcher User Modules folder. If your work is mysteriously disappearing between logged in sessions on your computer, something external is removing the file. This could be poorly designed anti-virus or it could be a file syncing system issue if your documents folder is being managed by something like OneDrive.
As far as finding the commentary module that has gone missing, if your anti-virus is causing this, then you need to figure out where it is moving the file.
Another thing you can look for is after opening SwordSearcher, go to the Help menu and see if there is a "module error log" item there. If so, it will contain information that could be helpful.
Finally, you can see and change where SwordSearcher stores your user-created commentary by going to File, Preferences, Module File Locations. Some people who have had weird issues like what you report have had success by creating a new folder not part of the User\Documents structure and storing their modules in it.