The main reason for warning messages regarding saving is a slow or intermittent internet connection. When Yarny has trouble "seeing" the server from your computer, it will display the warning message or the error while saving message, to make sure you are aware of the internet connection issue. When this happens, the best thing to do is to copy the words in the snippet you are working on and paste them into a word processor *before* clicking anywhere else in Yarny. This way, you'll have them, just in case.
If you have a snippet with a very high word count (e.g. 20,000 or 30,000 words) you could try splitting the large snippet into a few smaller ones. Every time Yarny saves, it saves the entire snippet, so a very large snippet will take longer to save and has a better chance of being interrupted by a finicky internet connection.
Also, Yarny may create backup versions when the connection gets interrupted. If you see that a portion of your writing is no longer in the current version, just click the version icon (looks like a clock) on the bottom of the writing area and slide the control to the left. Your prior versions will appear. Display the version you want and just start writing on that version. It will become a new, and the latest version.