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> By closing the window do you mean closing the game?

Yes, complete close of the window. I haven't tried to reproduce the bug, but once I will try.

About exploration [spoiler]: I have found different species and the silver. Good. But most annoying were jellyfish (or something like that). Is it possible to destroy them? :/

And another strange thing spotted:

when I lost a game (eyes have eaten me), I have run again the game, and I have found that some of the resources were in my base. Probably from last save. Buildings were lost, but resources not. Is it a feature to start faster, or rather a bug (no reset for resources)?

Yup it's all intended behaviour. You have to save the game either by going to the save menu or using the save station,if you close the game before that you will lose your progress. The stash also persists throught playthroughts.