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Ok first, yes I do see the Screenshots on the load screen.

Second, I looked into the game folder and went into Build_Data but there was no NaninovelData Folder or anything with that name. Or something with saving. I looked into the other folders but there was nothing with these names. 

And I already deleted and reloaded the Game once or twice, but the issue was still there. 

And don't appologize for the questions, I am so glad that you are willing to help me '^^

Do the games load properly from the load screen?

The NaniniovelData folder isn't created until a save file is created, so if it isn't there, it would seem the save files aren't being created at all. 

Hmmmmmm. I gotta look into it more.