oh ffs. didnt know that, this will be hugely helpful for the slices that get lost in space. we used to remedy this by saving as zipped loop package but it takes so freaking long to do it that way.At the start of the project you should set a data folder from Project General Settings. This way everything you record is saved there by default.
Select the channel from the mixer that you wish to record, click the little floppy disk icon in the bottom of the channel and select a name for your sample. Then press rec and play the part you wish to resample. If it asks what you want to record, just select the option, I have "everything" and "don't ask again". It will import the sample as it was heard, to that same place. Mind you this will double the volume because the original will be there as well.