Developing a system of saving is really, really important. Because, as the OP observes, things don't always work as one thinks they should. A plug-in should save its state; so should SONAR. Whether a bug or glitch, it doesn't always (and nice note about NI since Guitar Rig was one of the programs I did have problems with - I'd open a project and the guitar would sound wrong).
If you work at a studio or post house etc. that is the first thing you have to learn - even more important than the programs being used.
What I have been doing here at home is saving as Project>instrument>version. So a file name might be "Walking with Mermaids guitars 2" after my guitarist does his thing over the rhythm tracks. I try to remember to save all the effects if I've made changes. For synths, I freeze but copy them to audio, so the synth can be unfrozen and then archived so the preset stays the same in case I need to go back and edit the midi or sound. And I try to go back and change the track/channel/clip names to reflect the synths used and presets at the end of a session and save the whole thing.
I'm sure others have found a system that works and probably stick w/ it better than I do. But the important thing is to have a system. Maybe we should have a thread about file/naming conventions that we can share. Craig had a thread about "how to" recently - I found it fascinating. What we both did and didn't do. It is one of those practical things that doesn't get enough attention until one gets caught out.
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