hmm the game should save after you unlock a new ending. would you mind telling me what platform you're playing on?
hmm, unfortunately I'm not sure why. do the two files in the 'persistent' folder look as if they have been created around the same time that you played this game?
one suggestion I can make is to have a folder called "Ren'Py Data" in the root folder where the unzipped game folder is, and renpy should automatically save the save files there, but that won't bring back the saves you've lost.