Save and restore a scriptable object reference after your custom editor windows have been re-compiled.

RestoreScriptableObject.cs

using UnityEngine;
using UnityEditor;

public static class Wm {
  const string DATABASE_ID_KEY = "MyCustomDatabase";
  public static MyScriptableObject _db;
	public static MyScriptableObject Db {
		get {
			if (_db == null && EditorPrefs.HasKey(DATABASE_ID_KEY)) {
				_db = GetDatabaseFromStorage();
			}

			return _db;
		}

		set {
			_db = value;

			if (_db != null) {
				EditorPrefs.SetFloat(DATABASE_ID_KEY, _db.GetInstanceID());
			}
		}
	}

	static MyScriptableObject GetDatabaseFromStorage () {
		int instanceId = (int)EditorPrefs.GetFloat(DATABASE_ID_KEY);
		Object obj = EditorUtility.InstanceIDToObject(instanceId);

		if (obj is MyScriptableObject) {
			return (MyScriptableObject)obj;
		}

		return null;
	}
}