I get this too.

I work on a scene, send to render in the picture viewer, I switch to another file that is open, and boom. The file I've sent to render is closed without saving. Always need to go back to an older autosave file.

So I managed to render with an alpha channel by enabling that option in the settings,
but when I have a very shallow depth of field, and some edges in the scene get very blurry, the HDR map is still showing in the Out of focus edge.
I import in AE and put the Alpha mode on 'Straight-Unmatted'.
Does ...