I’ve just been having a similar and confusing problem.
I open a file from Downloads.
My default folder for a new file is a subfolder of Documents.
When I SAVE the file from Downloads after editing it, I’m not sure where it goes - sometimes Sketchup just (I think) puts it in the default folder for new files.
Anyway, when I open Finder, even after saving and closing the file in SU, it doesn’t appear in Finder in Downloads, though the backup file does.
Yet when I reopen the file in SU using Open Recent, and try to Save As… and select the Downloads folder, the file IS already there. Weird.
Using Mac El Capitan, updated to latest, and SU Pro 2017, also latest.