I believe I saved in Slot 1 and Slot 2 both my first time through, then I had to step away for a bit so I closed it out.
When I fired it back up both were empty. At what point does it auto-save?
Not a huge deal, it's a short enough quest that it can definitely be completed in a single session, I just got pulled away. I had fun the second time through too, so no worries.