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On Alteryx Designer, you have a star (asterik) after the workflow name when it's not saved. Would be nice to have the same feature in Cloud, that's an easy, standard way to get the information.
Alteryx Designer Cloud constantly autosaves every few seconds as you add and configure tools so unless you were to add a tool and then immediately exit the workflow I can't think of a point where it wouldn't be saved to display the asterisk.