Look in your project folder. You should see the .cwp file of the project itself, the Audio folder containing the audio in the project, and a MixScenes folder containing your Mix Scenes.
I
highly recommend creating a separate folder for each project, and saving your .cwp file into that. Then all your project-related elements, as listed above, will appear in that folder and the MixScenes folder will be created automatically.
However if you do not create a Mix Scene before closing a project, then the MixScenes folder will go away (although one will be created again when you re-open the project). I recommend saving a Mix Scene before you close a project anyway so you have the state of the mix preserved if you want to return to it at some point.
For me, MixScenes has been stable and predictable.