Not sure I understand what happened? Best to practice having all your Cakewalk Projects stored on an external drive. Whenever you work a new project, do the same. Keep the Cakewalk project folder on your C Drive clean and organized. Have everything you own on the external drive. When you want to work on an exsisting project, just drag it's folder over to the C Drive, Cakewalk Project folder. When you save, you can save to the C drive and the external drive. This will take care of losing files? Do not drag over CWP files, rather drag over the entire folder it is in.
You can re-name folders, and organize these project folders by entering them on your hard drive. I do not recommend, going into where you see "cakewalk audio folders", and renaming them from the hard drive, This will corrupt files. It is ok to do a "save as", and re-name with the audio folder in there, but don't go into the hard drive and rename them there. Rather name them and do a save as, with the audio folder in tact. Then if you want to go in there from the hard drive, and delete 7 or 10 previous saves, you can do that, but leave the audio folder in tact, and do not rename the file using that audio folder. Practice leaving the audio folder and cwp files as is, and working renaming "folders", not cwp files from the hard drive. You can "save as" and rename all you want to from inside Sonar. But don't go there from the hard drive and rename them. I probably said that twice.