Recent saved files do not show up in Finder. They are on the list of recent files within the various apps (PDF Expert, Excel, Word). But not anywhere in Finder. High Sierra 10.13.6; MacBook Pro;

If it shows in Recents, turn on the path bar in Finder (View menu), select the file, and look at the path at the bottom of the window.

If they do not show up where you know you saved them, you may have disk problems. Make sure you have a backup and run First Aid on the disk in Recovery.

Recents is a search folder that looks for kMDItemLastUsedDate which does not get set by the programs you listed. The apps would have to be updated (by their developer) to write that metadata when they save the file.

in Finder > Preferences > Sidebar > Favorites

enable the option show the Recents Folder

You don't lose anything. When a file is saved, it is stored in your drive, in the location of your choosing.

Be mindful of where you save your files. The mac does have an accessible, hierarchical file system, unlike the iPhone. You should use it. Make folders according to your own workflow. There is a Documents folder, a Pictures folder, and so, on, and you can create as many folders as make sense to you. Keep things organized.

Also, there is a great feature called Spotlight. Have a file called "bazinga" but don't know where it is? Command-space to open Spotlight, and start typing the name.

Thank you for clarifying.

Like Barney said, there may be disk problems.

Do the files also not show up in Spotlight?

Do they show if you command-click the title window to open the enclosing folder?