Right now only the first two Acts of the game are available, so if you're unable to load a save at the end of Act 2 (the second time the narrator prompted you to save your progress), that's because the story currently doesn't go further than that. Once Act 3 is released, that save file will continue normally.
If you're having trouble with another save, please let us know so we can figure out a solution!
We're glad you're enjoying the game otherwise though! Thanks for playing <3