Try downloading the application through the application, that worked for me.
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Hey, so I found out you had to download the extra: itch-redists-xna-4.0.zip, witch I did. After playing for a while I then restarted the game and all my progress was saved. A few days later I restarted the game but now the save file is gone? I don't really know how to fix it so if anyone has any ideas, please let me know.