You can increase Session inactivity timeout setting: https://help.qlik.com/en-US/sense/February2018/Subsystems/ManagementConsole/Content/virtual-proxies-overview.htm
And simply save more often. A web page is stateless. So the webserver does not know if the page is still open or not in your browser after it has sent that page to your browser. It's up to you to keep the session alive and make sure you're communicating with the webserver before the session time out interval expires.
HI Sujeet - Gysbert is 100% on target - and yes - this happened to me as well - BUT I was not in the data load editor, I was in the new manual data entry screen - I decided to create a small data island of sample data to be used as a lookup - and as I manufactured the data - it took time for me to think up the values I needed - and BOOM - my session timed out and I lost my data entry values.
BUT - what I need to check - is to see if there is a way for auto-save to be enabled while in the data load editor, the same way it is in the visualization designer. That way - even if the session times out - at least most of the work is saved. If I don't find anything in the system, I will create a new feature in our ideation system.
If you do not hear from me, please ping me.