Ahm.. now i am confused, actually.
So… Can you please check if in the main folder (were also the "Bound in desire.exe" is) if there are files generated which are called "SP3D_Save_1.txt" or the like ?
Okay, is the "savegame workaround" in the gameplay settings enable or disabled on your machine ?
The difference is that when the Save game workaround is disabled , then the game will try to save the saved games files onto the system (the files i mentioned earlier) and load from it.
But, if the savegame workaround is enabled , the game tries to use the playerpref variables (mostly hidden in the registery of windows) to save and load the savgames.