Saving files is a local operation on your hard drive. EPDM is not involved in that process. Versions of files in EPDM are only created on each check-in, not each save, just as your VAR has told you.
Imagine you end your day by creating a new part file with no features. You save it and check it in. The next day you check the file out and spend all daying adding features and saving regularly. At the end of the day on your last attempt to save, something bad happens and SW crashes without saving the file. If you perform a 'Get Latest Version' at this point, the file on the server (which is what Get Latest Version will get) is the last version that was checked in, which is still your empty part file from the night before, because you haven't checked the file in since then.
If you have SW set up to create backups (check the Backup/Recover category of your SW System Options) you may find a backup of your file. If you find it, check out the original file in the vault, open the backup file and then save it in the vault overwriting the existing file. Finally, check it in.
I don't think you are going to get that file back. The error happened when the user clicked "get latest version" which forced EPDM to copy down the version of the file from the EPDM server to the local cache overwriting the copy on his computer.
EPDM should have given the user a strong warning about what they were about to do.