I've just had this happen as well. I made a couple of 1940 model cars and a variant of each. Then I made a 1955 car and a variant, they both showed up in the main sandbox menu when I would "X" out of the sandbox and then start the sandbox again. I exited the game, then started it again and the 1955 car and it's variant were missing.
Looking further into this, I started the game again and made another 1955 car. And now I'm looking at C:\Users\[my name]\Documents\My Games\Automation\Cars\Models and while the LUA files for both the 1940 cars are there, the LUA for the 1955 one isn't there. I went back to the top level menu and checked the "Models" folder and the LUA for the new car isn't there, but the LUA files for the other two are there. But the 1955 model is available in-game.
And now I've quit the game, restarted it and no 1955 model
So, should I see a LUA file for any model I'm working on, or does it get written at some point in the process?