What?!
Aw fuck, I'm sorry... I don't expect it but did you fiddle with the save files by chance? Or did you maybe try loading a different version of the game and save in there?
The save files are located in "C:\Users\XXX\AppData\Local\BE_Witches" where XXX is your username, what do you see if you access that folder? Surely they didn't fully disappear, maybe it got misnamed through some bug or something and the game can't find it for that reason...?