I spent two hours today creating an excel spreadsheet in Excel for Mac. First the spinning wheel of death came on and then it crashed and I could not find the spreadsheet I created. I didn't name it, or physically save it. I created it this morning between 7:30 am - 9:30 am central Daylight time. When I tried to re-open about 11 am, the spinning wheel came on and then I couldn't find the file.
If you didn't manually save the file or give it a name before encountering the spinning wheel of death, there is a possibility that the file was not saved at all.
But still, here are some possible methods by which you can recover the unsaved file-
Check if the Auto-Recover Feature saved a copy of your file. Go to File menu > Open Recent > Recover Unsaved Workbooks.
There might be a temporary copy of your file in a folder. Go to Finder > Go > Go to Folder > Enter the following path "~/Library/Containers/com.microsoft.Excel/Data/Library/Application Support/Microsoft/Office/Office 16/Excel AutoRecovery" and click Go. Look if your file is there.
I highly doubt that this will work as your file was not manually saved, but it's no harm in giving it a shot. If your file was really really important, i'd suggest you use a data recovery tool to recover it.