1.07 Autosaves eat units which finished training that turn
Saving manually at the beginning of the same turn preserves the unit properly.
from 
Elemental Forums
Elemental Forums
Autosaves do not save units which finished training at the start of the turn; as if the save step occurs after the city removes the finished unit from the production queue, but before the unit is spawned into the world.
Saving manually at the beginning of the same turn preserves the unit properly.