I believe FunkyBot is right that none of the audio should ever be lost. Much like Adobe Lightroom treats photos, Cakewalk shouldn't do anything at all to the original audio. It's non-destructive. The audio isn't touched, only read. Then, when you mix/export it produces a treated resulting
copy of the audio with all the work Sonar does to it, but you should be able to cut your clips (slice and dice), save the project, close it, re-open it, and still be able to adjust the ends of clips (unless you bounce them to clips, which should only create copies of original audio, I believe).
So, think of everything Sonar does is merely an overlay to your original audio. I think Cakewalk support should be able to walk the OP through this and at least minimize the issue.
Then let's get on a good backup regimen. I've had issues with Auto-Save as well, so I've discontinued its use until I hear of improvements, but I manually save my work every 5-10 minutes or x-number of changes. Ctrl+S is very easy to make a habit. Archive your session daily, but not the audio. The audio shouldn't change, only session, unless you bounce (I believe).