I lost Audacity projects due to BSODs on a Surface Book several times in ~2019: the *_data/**.au files were intact, each containing just a few seconds of audio; but the .aup XML file that maps them and contains whatever else makes up the project was all zeroed. My memory’s fuzzy, but I think it was something like exit sometimes triggering the BSOD, and save-on-exit corrupting consistently if it BSODed, and so the workaround was to remember to save first, and then if it BSODs you’re OK.