Sorry you lost your work, but there's no way to recover the document if you never saved it. Please remember that XD is currently an early beta public preview, so for now try to save early and often.
If you'd like to see a feature such as auto-save in XD, please check and add your vote here: Adobe XD: Feature Requests: Top (59 ideas) – Adobe XD Feedback : Feature Requests & Bugs
It is HORRIBLE that you don't have an autosave function.
Why would we have to vote on a feature that should be automatically be in version one Doesn't matter if it's Beta. Obviously having a back up plan for when your system randomly crashes is ideal and simple logic. It'd be much more grateful of a consumer if you did. Sketch seems like a safer route right now.