The statechart editor complains: "The file has been deleted from the file system. This editor will be closed."
You can click on Cancel to abort closing the file, however, you won't be able to save your changes anyway. The Save operation complains "The file has been deleted." The Save As… action is inactive (greyed out).
I guess we'll need a Rename Participant that gets alerted when the user changes the filename and somehow feeds that back to the editor / underlying file resource. I'll investigate further.