Had "cannot load" issue. (any saved position loaded = game froze. Only task manager could close it)
Solution: I am running it from game directory and using "run as Admin".
Less crashes and I can load all games again.
I would blame the location - that is used by default...
c:\Users\<user>\AppData\Roaming\itch\apps\heros-hour\
AppData is extremely sensitive under Windows. And hence any HDD activity there is pretty restricted by default.
Would be worth a try changing the install location to something like C:\Games\Heros-Hour\ and see if the save/load issue persists.
At least on my Win 8.1 x64 Pro - Anything under AppData works badly.