Again, recording this in case it happens again.
Had an important file open (new revision to my play 39, if you must know) and PC crashed overnight. Auto recover feature is turned on and Word is supposed to recover from such a crash by telling me that there is a recovered file the next time I open the program.
Long story short: the fix is to search %appdata%\Microsoft\Word for *.asd. (Or just search the whole C: drive if you don’t know what that means.)
Word stores its auto-recover files in that directory in that format. You can’t open it directly by double-clicking as it’s not a registered file type, but you can drag it into an open WORD window.