It looks like you are doing something in the project that caused the R session to crash. Are you seeing other errors prior to "No such file or directory", specifically errors regarding crashing the R session?
We're working on fixing the issues surrounding making sure unsaved files are preserved even in the event an R session crash. In the meantime, there is an R package which might be able to recover these files for you: https://github.com/jmcphers/rsrecovr