It's entirely possible that i broke the Mac version when i reworked saving back in v022.
But, the save data folder hasn't really changed location.
There are two possible locations for the saves: I prefer to use the game's folder if the OS allows it, but if that fails there is a secondary folder that's supposed to always work, buried off in the middle-of-fucking-nowhere in appdata.
Launching the game and opening the save menu will tell you which location it's using, and it's path.
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If neither of these are working, even if you create a new game and save it, then I'm not sure what's broken.