I've found a weird issue with the query tabs (latest snapshot on Windows XP). I did the following:
1. Start HeidiSQL and connect to a database
2. Type a SQL query in the default query tab and save the tab as "left.sql"
3. Open a new query tab, type some SQL and save the tab as "right.sql"
I was editing both tabs and saving changes every time. I was getting prompted now and then whether I wanted to reload the file because it had been modified externally but I always cancelled since I was pretty sure that neither files had been edited outside HeidiSQL. However, the last time I focused "left.sql" and got the prompt I hit "OK". However, I got "right.sql" (not "left.sql") loaded into the tab, so I ended up with two "right.sql" tabs and "left.sql" was gone from HeidiSQL.
I think those were the exact steps. In any case I've tried again and it appears to be reproducible, you just need to keep HeidiSQL open for a while.
:-?