It sounds like there may be a hidden link or reference to an unsaved document in your Excel file. Here are a few steps you can take to try and resolve the issue:

1. Check for hidden links: Go to the Data tab in the Excel ribbon and click on Edit Links. This will show you a list of all the links in your file. Check to see if there are any links that are marked as "unknown" or "unavailable". If so, try to update or remove them.
   
2. Check for external references: Go to the Formulas tab in the Excel ribbon and click on Name Manager. This will show you a list of all the named ranges in your file. Check to see if there are any named ranges that reference external files or workbooks. If so, try to update or remove them.
   
3. Check for circular references: Go to the Formulas tab in the Excel ribbon and click on Error Checking. This will show you a list of any circular references in your file. If there are any, try to resolve them.
   
4. Save the file with a new name: If none of the above steps work, try saving the file with a new name. This will create a new copy of the file without any hidden links or references.

Hopefully one of these steps will help you resolve the issue and save your file without any references to unsaved documents. Let me know if you have any other questions!