What I would try would be this:
- before you start Cubase, copy and paste your project file (*.cpr) that doe snot autosave despite you set it in preferences and change its extension from .cpr to .bak manually
- now open your project, check once again in settings that autosave feature is on and let it stay like that for lets say 20 minutes or even for more at this 1st time
- now look inside the folder with your project if there was created new file with .bak extension
To meit looks like for some reason sometimes Cubase is unable creating that file autmatically by itself, but once the first .bat is there it continue creating new ones every time it has to, like evry 15 minutes (depending on what time you set in the autosave preferencies).
if that doe snot help, then it really is something weird with the Cubase, I would try to place your project temporarily in some very short path, like directly to C:\your-project, and I would make temporarily the project name one word (you knoe, so there would be no spaces - you never know what it is that Cubase doe snot like)…good luck!