if you have saved the project (and saved every workspace in that project) then nothing will be lost. if you re-open the project the state of PI will be exactly as it was when you saved the project.
generally speaking the "dirty/clean" logic in PI is very conservative. it doesn't count having saved a project as saving an individual file (though the image and all of its history *is* saved in the project). furthermore if you load process icons from disk, then close PI, it complains that the process icon set is modified and will be lost... yes, with respect to a blank desktop, the process icons have been modified, but even if you have not added one or changed one, you'll get this message when you quit PI.
as to your question, i'm not sure there is a way to see which files have been modified but not saved.
rob