Game saves each time you activate an altar, interact with white haired witch with book, and when you finish the stage(as soon as portal starts opening), so I'm not sure why you don't have a save file. Saves don't delete automatically, you either delete manually from files, or from options menu by clicking 'Reset Save'.
Ledge issue is something I've never experienced and it didn't cross my mind but it makes sense, I added to bug list. About the other issue you mentioned, I mostly use Witch to prevent players getting soft lock, but there is no need for players to jump with a girl to proceed in anywhere. If you feel like that's your only option, you are probably missing something. There are still some cases that you can get soft lock, which is why I added 'restart from checkpoint' option, for example in stage 2, if you drop the squire below the moving platform, you'll get soft locked, but it's easy to not do that. Afaik, hardest one is in stage 3, Witch puzzle on the right side of the map, it can be confusing but if you are careful, it's easy to avoid. Or if you drop the Archer on the same puzzle, it's game over.
Each character can be part of the solution so players need to be careful when they are throwing them around. Whole puzzles are designed around the fact that you can't carry characters as you want. Though this gives an idea about how to give players an assistance in the upcoming update.
We both tested the game several times from beginning to end, so I don't there is any part that's impossible to solve. I make my artists play without giving her any hints(this is literally the first platformer she played) and tweak stages based on that, but other than that, I don't know how people react to these things.
Anyway, thanks for the suggestion and feedback, I appreciate it!