I tried to open a SCH file today and got this error.
Schematic ‘—.sch’ is already open.
Interleaved saves may produce very unexpected results.
Well it sure did.
Both my schematic and PCB are gone.
I’m dying here.
Is there a procedure to recover my files?
Yes, of course. Just restore the backup you made earlier. 
If you failed to make backups, then there is still a good chance KiCad did this for you. Just have a look in the [Project]-backup directory.
This File Open Warning is supposed to only been shown when two instances of KiCad open the same project at the same time, and this is handled with “lock files”. Sometimes (for example during a KiCad crash) such a lock file can be left behind. Recently KiCad got an update that improved handling of these lock files (Can’t remember which version exactly) But I do suspect that your KiCad version is a bit behind. The latest stable version is V7.0.9.
I’m running V7.0.9.
Sorry, I should have included that on my initial posting.
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