Can you set Photoshop to automatically open the file when you elect to "save as.." instead of remaining in the not saved file?
I'm not sure if I understand your question, but if I do, the answer is that Photoshop is already doing that.
Lets say that 1 and 2 represents different directories, and the letters (a, b, c, d) represents a 'Save'. The line that connects the saves represents the current file that Photoshop has open for you.
a, b and d are regular 'Save' while c would be a 'Save As' where you changed the directory you saved the file.