We're seeing a similar issue. I'm not sure if the save is saving it to a local cache though. How would I tell? Our scenario:
Randomly, Word 2010 will fail to save a document and the only thing left behind is a .tmp file with the last version of the document. All of the user's changes since the last save will not be there. The problem is very random though. Our machines are HP desktops or Lenovo laptops running Win7 x64 with Office 2010 x86. ESET is our AV. Our filers are Windows Server 2003 with the actual storage medium being NetApp SANs. We thought it was related to Win7 kb980232 hotfix, alas we've been able to recreate the problem with a clean install of Windows 7 x64 and Office 2010 x86 with no hotfixes and no add-ins installed. If there is interest, I can post the Word macro that we are using to recreate the problem.