I’m assuming that you are running a macOS VM with Fusion because Freeway Pro is a 32 bit Mac application. 

My initial thought is that you are not saving the file to where you think you are. Where is the Freeway data folder located? A shared folder on your Mac or a folder on the VMs virtual disk? 
I’d also try to do a Spotlight search on your macOS VM for those files and see what it says.