Ok, I think I know what's going on. From what I can tell, you've imported a bunch of clips, right-clicked on one, and then selected Open in Timeline. Any edits you've done are isolated to just that clip. You haven't created a project yet, so you can't combine multiple clips together (unless doing so creates a compound clip - not tried that yet).
You've not lost your edits (I don't think) but you're not actually editing on the main timeline, rather on the sub-timeline that is present in each clip.
Create a new project, find the clip you were editing and add it to the main timeline - the one that's open by default in a new project. I'm not sure if the edits you've done are destructive, but the clip should play within the main timeline with the edits intact. Then you can add other clips before/after it and combine multiple clips together that way.