I am aware of the option to save the replay, however I failed to save this particular one because I assumed some kind of display bug. Stupid me, should have saved it right then and there! I guess it is not possible to save it now anymore?
I have never heard of the possibility to hack something like this. All I know of is cheesy sync-error tactics that apparently some people use.
If you have not started another game afterwards, the replay will still be in your system under 'temp'. 'Last played game' is still saved in your past replays automatically, in the game replays as a temporary file. The next game will overwrite the existing temp file. You can still view it in-game, but sounds like you'll want to keep the replay.
To save it properly, you'll need to make a copy:
Example file path (depends on your system and settings):
C:\Users\[Username]\OneDrive\Documents\My Games\Company of Heroes 2\playback
Copy & Paste the temp replay and make a copy with a different name.