When creating a new external tool there should be a checkbox allowing the external tool to (attept to) save the open file before running the rest of the tools instructions. Perhaps there should be a dialog box, too:

"This external tool wants to save your file, save?" Yes/No/Abort.

This could be useful if you're using Gedit when typing different kinds of code that could be executed/compiled, minimizing the risk of compiling/running an older, unsaved version of the file (i.e. when bugfixing).