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I restarted the game when it didn't want to respond like you said it should, and I had wanted to save in the first part of the game, but when I tried to save it closed, and then when I open it now, it keeps getting stuck at the loading screen even when I downloaded it again. 

Is there anything I can do to make it right?

Delete everything inside (not including the folder itself) here: C:\Users[username]\AppData\LocalLow\WetDogs\DogXBloods as that is where your corrupted stave is that is messing you up.