Same here, just had someone with the name Piss jump in and half wreck my progress, had friends only ticked and guy is not on my friends list. SAD People

When creating or loading a game, there is a checkbox "Friends only". If you check this box, a lobby will be created in Steam that is only for friends. While you are in the game, this cannot be changed; you need to save your game, exit to the main menu, and either load your saved game or start a new one. Some players have noted that even with this checkbox enabled, random players can still join, even though they shouldn't be able to—Steam is supposed to control this.
Therefore, we’ve added an additional checkbox in the game settings called "Friends only additional check". If this is enabled, when creating a game with the "Friends only" checkbox checked, all joining players will be further checked to ensure they are on the host’s friends list.

The game auto saves every 5 min, and there are up to 10 back-up saves:
Load -> Select your save file -> Back-ups