You can use my walkthrough if you need help.
https://docs.google.com/document/d/1-ADvnmL0C7yvs6q3shOIVPW9JFu_TQG-A9s5IGlYeEU/edit
There should be a save folder already included in the game's folders. Check to see that when you create a new save, a new save file appears in the saves folder. If it does, try copying that save file to somewhere else on your computer for safe keeping and manually move it back to the save folder before you restart. There shouldn't be any setting in my game that should cause your save file to delete itself, but whatever is going on, this should solve your issue.