I closed the interview window before finishing. Did I lose my answers?

No. In version 1.9.18 and later the conversation is kept for that chapter on your computer, and it is there when you press "Start the interview" again. The same is true for "Tell me your stories first" and "Plan my book with me" in the New Book form: they continue where you stopped, even after you restart BookyAI. When you accept a passage, the story itself is also saved in the book's Codex, under Knowledge, as "Interview · your own story", in your own words. Later chapters can recall it, and BookyAI is told to tell it once in the book and never to change or add to its facts.