The proper sequence of steps is the following:
- In Lightroom, right-click on the photo and select Edit In...
- In the Edit In... dialog box, select the external editor and other appropriate options
- Edit the photo in the external editor
- When finished in the external editor, do a SAVE and not SAVE AS
Is this what you are doing? If you are following any other sequence of steps, it most likely is the cause of your problems.