Ah good, we should be able to recover your session then.
ZAP sessions are actually HSQLDB databases, which are a series of files.
The key file that we expose in ZAP ends in ".session".
You need to find and open that file in ZAP, via the "File / Open Session..." menu item (or the toolbar button;).
Hopefully the dialog will open with the right directory and you will see the session file - it will either be date stamped or use the name you gave.
Cheers,
Simon