I clicked something wrong, and the recording didn't save.

I recorded a Zoom meeting, but when the prompt came "where do you want to save the converted file?" I clicked on the wrong location. The file could not be saved there. But I couldn't get a chance to pick something else. As far as I can tell, the recording vanished. Is it really gone? Is there any way I can get it back?

To be clear, I did not delete the file, and it is not in my recycle bin. I simply did not say where I wanted it saved.