Check for a .bak file. And set autosave.

You might also want to try resetting your preferences.

Thanks for your reply! I tried searching for .bak file but could not find one. Do you know where is that file?

… Thanks for your reply! I tried searching for .bak file but could not find one. Do you know where is that file? …

Since you are on Mac OS, the file name does not end with .bak, but rather with

bak.musx

The file is located in a specific folder for backup files.

You can see the path to that folder in

Preferences - Folders

My guess is that the path is something like

(your user account)/Documents/Finale Files/Backups

While I was using the shortcut by the finaleScript, my finale just shut down and crash. ... I have lost my work more than 4 times this week.

I would certainly stop using that script! Four times?  Also don't you save your work periodically during a composing session? If you do not that is a good habit to start and/or make sure you turn on Autosave. Its not set as default. I believe backup is set as default but you must save your Finale document for that to happen.