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Oh no! Unfortunately there's been a few reports of save files not appearing. This can be because you've chosen a folder that you don't have access to. Try saving to your desktop instead (and do an early test save to make sure it works). When we release the next version on Steam it uses a much safer system and this sort of thing won't happen any more. 

Sorry about that :(

It works when I save to desktop! Thank you for the quick reply! <3