If this is true, then this is the most amateurish way to write to a file! I'd like some sort of statement from Larian about that.
It indeed does say "Saving game" or something like that when you hit F5. It takes a few more seconds for it to finish, which it will confirm with another hud message saying "Game Saved!". This isn't anything new and it's how lots of games work. It probably states these things specifically to inform the player that the game is writing their save and that they shouldn't hit Alt+F4. I'm sorry that you lost your save, but if this was the case then sadly the fault lies on you being a bit too quick to shut the game down.
