QGIS does not load embedded layers when opening projects

[Derrick-Wells]

Describe the bug

I am having an issue with vs 3.10.n with handling embeded layers particularly on reopening - seems to save embed layers added in a session but when reopening a second time the link is dropped.

How to Reproduce
Follow the following procedure:
Open a new or existing project;
Add embed layers and save project;
Close the project;
Reopen the project - the embed layers will show;
Save the project again and close;
Reopen the project again - will list the embeded layers in the Layers panel but does not link to the data and therefore does not include them on the map.

QGIS and OS versions
Using Windows10 and have found the issue on QGis vs3.10.0, .1 and still on .2

Additional context
Also does not save the embedded layers from a previous project version - displays them when opening the first time but after saving and reopening embed layers not saved.

[m-kuhn]

Confirmed.

Following warning shown in the message log:

2020-01-28T08:22:30     WARNING    Error zip file does not exist: '../../projects/embedded_project.qgz'