PeaceSoul the version was the trial version given for  1 month time. I again have to download same soon as one month time is now almost  going to expire :-)
Thank you neo and Jaya Nepal for your expertise in the field. Now, I succeed to save it and get the layer back while saving in PSD as recommendation from Neo. I will also try in PDF as well later on .
Hope to get your reply in future as well  if I got stuck in photoshop again.