So, back again and so sorry to bring up the same problem. You were right the last time I did save within files 1-5, which are used for your save starts to help players reach where they used to be.
I started over, saving on Files 10 and 11, 11 just as a back up. When I started the game again today, the save states were just completely deleted. I might have just misunderstood your reply, when saying it's for returning players. Do the saves get deleted every time the game turns off?