Hello! I'm Jen, and I'd be happy to help you out with this issue.
Please follow these steps to recover the unsaved recording from snipping tool. Press Windows + R to open the Run command window. Copy-paste this path: %LOCALAPPDATA%\Packages\Microsoft.ScreenSketch_8wekyb3d8bbwe\TempState and press enter. It should open the Recordings folder from the snipping tool.
I hope this information helps. If you have any questions, please let me know and I'll be glad to assist you further.
Best Regards!
Jen :)
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I had the same problem. Also recorded the screen, saw it's preview but as used to find screenshots saved automaticlly I just closed the window and went look for it in the explorer but I couldn't find it. At the end, discovered I had to click the save button to get my recording saved but it was too late. I searched for the Snipping Tool in the Start Menu to see if was there any place/section in wich I could find unsaved captures but there is none. Got sad about the tool because there was a turned on switch for saving automatcally the captures. Apparently just works for image captures. But this solution worked just perfectly. Brought me exactly what I needed.
Thank you Jen! God bless you!