Hi
If , during your editing you have used the "Sequence 1 +" ... Sequence 1 x Sequence 2+ etc. (i.e. clicked the + after every section of editing has been completed, all your sequences will have been placed into the "Sequence" bin in the media list as complete edited clips and after each addition the main sequence line will have been cleared for you to work on the next sequence.
All you need to do once you have completed all the sequences is to open the sequence bin in the media list and place the sequence clips you have there onto the timeline and save (export) the completed video in your required format.
If you have to stop at any time during editing, saving the project (.vpj file) in the normal way will save all your completed sequences. You don't need to save (export) each bit of work as you complete it.
Nat