I created a large list of real numbers and saved it to Tes.nb
Tes = Sort[RandomReal[{-7., 7.}, 1000000]]
But I noticed the size of Tes.nb file was merely 10 KB.
Thinking strangely, I opened the Tes.nb file and clicked 'show all button'.
It showed an error message :
$OutputSizeLimit : ...
The data has disappeared literally.
It is surprising and disappointing that mathematica didn't warn anything when saving .nb file.
How can I save large data correctly ?
Why didn't mathematica warn anything ?

Any output which is not of such form will be saved correctly in default.
But you can save a notebook of such form (like above pic) correctly, with some trick - follow the link MacroB presented. – imida k Mar 31 '21 at 21:41