On linux: ~/.renpy/game_directory
You can also look in the game folder itself under: game/saves
With that said, for you it could be different. Doubtful, but I just find it really odd that when you sent me that traceback, it showed Windows at the bottom. When I get a traceback in my linux vm, it shows my linux build at the bottom. It could just be the way you have your system setup and may have nothing to do with anything. I've just never seen that happen before. Glad you got it figured out :)