When I create a new action, apply it and close it, at a latter date I cannot find that action in the Action Panel. Obviously I'm doing something wrong, but I'm stumped as to what i'm missing.
You could save the Action Set manually to be able to reload it. (Which is advisable in any case as corruption of preferences files may destroy them.)
But usually it should be saved on quitting, do you possibly have permission issues?
Retrieving data ...