This seems like a common problem. I can think of a few people that might know a solution to this. If they don't post here soon, I'll alert them on this thread.

As for now, just save your game every turn.

Now I think of it, there might be a way to mod shogun, in order to have it auto-save more often. Not sure about that, but it would help a lot if the game was auto-saved every minute.

Good luck!