If it were more recent I would check the list of recent files (on the Editor tab of the Toolstrip click the downward pointing triangle below the Open icon) but since it's been over six months I'm guessing you've opened enough files for that one to fall off the list.
Other options for places users commonly place files are in the userpath folder and in the temporary directory tempdir.
userpath
tempdir
If you can't find the file there, I think your best bet is to use whatever tool or app your operating system provides to look for files with the .m or .mlx extension. On Windows open File Explorer and use the search box at the top of the File Explorer window, for example. That may take a while, but if you really have no idea where it is you're going to have to do a lot of digging no matter what approach you use.