xLights has to files that it will save for each sequence, the XML and the FSEQ. The xml is what xlights reads to show the layout, models, and effect settings for everything. That file is used to create the FSEQ file, which is what makes the lights turn on and off in a format the controllers understand. When you are saving the file in xlights, you will only see the XML option for opening and saving because that is what the program uses. By default, it will save the FSEQ file in the same directory as the XML when you save the XML. If you turned off the save FSEQ option (as Gil said earlier), or changed the directory for the location of the FSEQ, you are going to need to change that back or manually find the location.
