I'm having the exact same issue when editing 2 jpg files as photoshop layers. After finishing the edit and closing the file from photoshop (with layers not flattened) the file doesn't appear next to the original image... But it put's it in a virtual duplicate of the same named folder where the original files are, and no joy importing back into the original folder as it already exists! Synchronisation doesn't work either and if I export the folder as a catalogue the edited file is missing.
But if I move the folder with all the images to the desktop and then update the folder location in LR5, the missing edited image appears in the right place! So now it seems as though if your working from a subfolder in LR5 it gets confused (although it's a subfolder in the finder).
Although it's not fixed, this seems to work for now!