Hi, so for those on a Mac, I found a way that MIGHT work for those who want to save the entire file as a Finale file (not an XML) - it worked for me, anyway.  

First up, MakeMusic has provided a fix for this issue, but you can only save your stuff as an XML using it.  Still, I reference their fix for my work around, so here's that link:  

https://makemusic.zendesk.com/hc/en-us/articles/360001298493-Unable-to-save-files-EnigmaTemp-or-Error-2

Another note:

I manually back up data using Time Machine, and did that just before continuing work on a Finale score.  I backed up while that score was still open.  Since I save frequently in Finale, I noticed a few minutes later that it wouldn't save, with this "Enigma" error coming up.  My guess was (and it was right) that while Time Machine backed up, it also cleaned up temporary files, thus removing the file Finale had foolishly saved in an unsafe location.  Luckily you can get around that like this, if you have Time Machine like me.  Here's what I did:

1) Open Finder, go to your home library folder, then open the Preferences folder from there.  If you don't know how, just click "Go" in Finder's menu bar, then click on "Go to Folder..." in the drop down menu, then paste in this ~/library/preferences

2) Once you're there, open Time Machine (from the top menu bar on your display, toward the upper right corner.)  Then go back to the last save point where you were still able to save the file you have open (so, say, 11:03 a.m. on x day), and find anything with "com.makemusic.finale" in the name (you might need to grab additional stuff depending on your version of the program- not sure what).  Then select just those files, and click "Restore".

In my case, I just restored the entire Preferences folder (which you do by not selecting anything- that'll restore everything there), but I had a backup from literally 10 minutes ago and hadn't been working with any other programs, so I wasn't in danger of accidentally overwriting something important for some other function on the computer.  (To be clear, if you have to go back too far in time, restoring the entire Preferences folder would be bad, because you could alter other data there used by other programs.)

Also, definitely follow the part in MakeMusic's fix link above where they guide you to permanently relocate their Temp folder.  That way, you'll never have those files getting auto-deleted by the OS again (in Mac for sure, I presume it's the same in Windows- they have instructions for both.)  

Cheers!