If it is community edition free edition it can happen as it is only for education purposed,

In normal edition all data is stored on your blob storage so whatever happened it can not be lost, additionally default storage is delta so it is even transactional. Temporary views are also possible to create.

You can send more details about your edition and code so I will be glad to help.

Additionally you can create database or table using specified location. The best practice is to use own storage and mount it to directory so you will have full control.