To copy/move a file, you have two choices: Quicken or Windows Explorer. If it were me, I'd go into Windows Explorer and clean up your folders. It looks to me like you have two copies of the same file, and that's what's making it look like you are losing data.
If you use Explorer, remember that a Quicken 'file' is really a set of files. Make sure you move all files with the same name (but different extensions).
If you want to use Quicken, use the File>File Operations>Copy command, then delete the old file.
Next, review how you are opening files. If you are rotating among three files, by far the easiest is to use the File menu. Down at the bottom, you will have your last four accessed files listed. If you use this feature, you will *always* be opening the file you used previously.
To use Quicken's filtering, go to the View drop down list on the Register screen. Choose the option "Filter Register View...". Quicken will add two drop down boxes at the top of the register, View and Date Range. It's a handy way to select records quickly. If you want to use this option all the time, you need to check the option Edit>Preferences>Quicken Program>Register>Keep Register Filters after Quicken Closes.
Hope this helps.