Making sure. In your list of saves, there is there are save called autosave? When you sleep, no box appears that shows a blue bar and says saving. Autosave is enabled in the options, preferences menu. If you have it enabled. Your game is either screwed up, or your just not seeing it. Either way, I highly suggest using the F5 quicksave, and F9 quickload (loads the last time you used the F5 quicksave) instead.