What's the best way if there is any to save progress that you made from a MIDI track before bouncing it to audio?

make a folder then drag the midi clip to that folder out through the Live browser

I just right click and deactivate midi clips, So I can activate them later if I need to.

written somewhere else that idea: if You use the vsts (i.e. it's not a external instrument case).

If You want to have both: the midi track, and its render:
freeze the track, flatten, drag 'n' drop the rendered audio outside the Live. Double undo (ctrl/cmd-Z). Import the audio file from the current location (usually the first spot is the desktop) to a new audio track.

I find both of these easier than dragging stuff in and out but depends on what you're used to I guess:

Duplicate the track (ctrl or cmd-D), render one of the tracks, mute the other (keep all the muted MIDI tracks in a group out of the way if you find it getting too complicated).

If I'm doing this to several tracks (e.g. rendering a bunch of cpu intensive VSTs to create a performance version) I'll just do a save as and make a second version of the original, then do the renders. If you do this all the individual MIDI tracks will always be recoverable via the broswer in either version.