Copies of Realms disappear after restarting Minecraft. Steps to reproduce:
Edit settings on the realm and click "Download World"
Download will complete successfully
Restart Minecraft and the save will not be there.

I AFKd all day after downloading the realm and discovered this. You can exit the copy and go back into it without restarting Minecraft without issue. I am not playing offline. Making changes to the properties of the save (like renaming) does not change the outcome.