When I am in design view and attempt to close it, say yes to saving changes,
That's not advised. I would save first, then attempt to close anything as a matter of normal course. In this case, see what happens if you do that.
You are using Save As > Save Object As... from the Office Button? Maybe you saved the form as the wrong type of object (the type is an option) thus aren't looking in the right area of the nav section. Also, you didn't say if you set the box's record source to anything.
The more we hear silence, the more we begin to think about our value in this universe.
Paraphrase of Professor Brian Cox.