Are you opening the original images into Photoshop via Lightroom (as in right click on the image in Lightroom and choose Edit in Photoshop or whatever the option is)? If so, the saved PSD should show up in your LR library. However, if you are opening the original image directly into Photoshop, AFAIK when you save a PSD after editing it won't show up in Lightroom unless you synchronize the folder in which the new PSD resides.