I don't want to enter into the can I counterspell on my turn conversation that has happened several times.

But there is a question I never did know the answer to ...

If my spell is Counterspelled, do I lose my spell slot?

I choose to cast Heat Metal,  and the enemy spellcaster uses Counterspell on me.  Did I lose a level 2 spell slot?  I assume I lost my action.

Yes. You lost the spell slot. The spell was cast. The opponent prevented it from taking effect. They did not prevent it from being cast.

Yes, you lose your slot and any consumed components.

You can counterspell a counterspell while casting a spell though*. *as long as you have not (and are not) cast a spell as a bonus action during the same turn (turn, not round).

Thanks.  That is what I thought the answer would be, but it seemed maybe I could be mistaken.  Spell Slot Lost.