Sublime text editor problems

I have been using the free sublime text editor for a few months now. Just recently it has been giving me problems.

First problem: A few weeks back it started telling me that there was an update. I would do get the update and open it and then it there would be another pop up telling me that there was a new version to install. This would happen repeatedly. I think I fixed it by restarting my computer but in any case that problem stopped happening.

I chose to have Sublime permanently on my side bar but with the updates that went away. Now I can’t even find it with my finder. I tried downloading again several times and it works until the next time that I need to use it. At one point I found Sublime text editor listed as an external device. Right now I see plenty of .dmg files from all my downloads but no usable application.

What am I doing wrong?