It has been reported and reproduced by Support, an issue whereby Photoshop .PSD files disappear when they’re saved to a network file share.
Upon initial investigations Support have observed the following behaviour when saving a Photoshop file.
An issue often arises when steps 1 and 2 complete however step 3 fails. When a file is reported by users as having disappeared, the new file created in step 1 can be renamed from .00_ to the original *.PSD file name on the server as the *.00_ files are normally hidden by the desktop operating system. This allows people to see and open the file from both PC’s and MAC’s using AFP and SMB protocols.
A related issue often reported by users is that they receive an error message “Could not save as” when trying to save a .PSD file. Troubleshooting the issue confirms that the user is able to save the file if they perform a “Save As” operation in Photoshop.
From the reported problems and observations there is clearly an issue with how Photoshop performs a file save operation further exacerbated by the fact the process doesn’t fail safely.
Working on a network is a tricky bet. Similar issues have been reported and seems like best advice is to never save over the network. Save locally and then copy to network.
Sounds like you're hitting one of the known MacOS filesystem bugs - worst when working with SMB volumes.
Apple knows about this, and we are pursuing workarounds to the OS bugs.
Yeah, if you value your files, don't save directly to servers, especially on MacOS.