Select the action you want to save
Go to the little button that opens the menu, it's in the top right corner of the actions palette - loosk like a downward pointing arrowhaead and 3 or 4 lines, click on it and a big menu appears...
roll down to Save Action...
Save it to a file, noting where the folder is located (the default can be tucked away quite deeply)
I'd then check the file is there before formatting (well, that's kinda obvious

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