How do I get back scratch files I closed ?

We can also access them directly from the Project Tool Window: 

Please follow the link for getting more information.

ok, thanks

Does that mean that the file is not even somewhere in the depths of IDEA's temp files dir?

You can find them in intellij config folder. In my case (using PyCharm) here:  `~/.PyCharm2019.3/config/scratches/scratch_1.py`

Great tip @Egor

This was enough for me to back to my old IDE, there right from the termnal I can open any file and it loads in the IDE for editing.

Egor Klepikov 

for ( int i = 0; i < 1000; i++)
    System.out.println("Thanks");

You can't.  Use this plugin: https://plugins.jetbrains.com/plugin/4428?pr=idea