My word documents are disappearing? Why?

HI,

I am having issues when I write a Word document paper for school and I save frequently by hitting control S. However lately, some of my work in progress (school essay assignments) in Word, is vanishing never to be found again.
I am trying to retrieve it but cannot find it. Is this related to AVG security blocking it, if so how do I fix this issue, please? 
Thanks for your help