The file only seemed to be stored in RAM. All attempts to find it on disk returned nothing. Here's what I did for partial recovery:
Find out PID and write it down
ps -ef | grep gedit
Use it to dump memory of process
sudo gcore 12345
Use vim and search for keywords you remember
sudo vim core.12345
The entire file will be fragmented, can be quite big and is littered with parts you have deleted already. Since I was not programming, but wrote an actual text, I was able to find the individual fragments and recover a large part of the text.
Ironically, after I went through all of this work and wanted to close the gedit instance it asked me if I want to save the Untitled Document 1 - which I did.