Where did my files go? Why can I only open the last four files?

This article should help: https://www.stitchmastery.com/where-did-my-file-go-and-other-common-questions/.  The file names that appear under the File/Stitchmastery menu are not the only files available – they are simply the most recent files you have opened.

You can change the number of files which appear here in Preferences – this video shows how: