I've never had this problem. Is this due to a recent update? (One that I might not have yet)
Where does your game look for the files? My copy of the game looks for its saved games in: "Users\[my user id]\Saved Games\Pillars of Eternity"
I knew this, but I checked to confirm the folder name that it asks of the API.
You can check this too. An easy way to do this (on Windows OS) is to use Process Monitor by Mark Russinovich; available (free) from Microsoft.
https://docs.microsoft.com/en-us/sysint ... ds/procmon
Here is how to do it:
Run Pillars in a window; (uncheck fullscreen in the graphics options).
Run Process Monitor. There is a 'Bulls-Eye' icon on its tool bar. Click and drag it on to Pillars, and release.
In Pillars, select Load, from the main menu.
You should see everything coming out of PillarsOfEternity.exe
Now open the Filter menu, and chose the 'Filter' option.
Within Filter, create (from the drop-down lists): EventClass, Is, FileSystem, Include ; Click Add, and OK.
You should have a filtered list of Pillar's File system access.
*The PID filter was added by dragging the Bulls-Eye target on to Pillars.
I ran this check after removing all of my saved games, and Pillars didn't find them, and Process Monitor showed the unsuccessful attempts. What was interesting though, is that after restoring the game files, Pillars had disabled the Load menu; the game wouldn't even look for the files. The fix for this is to click New Game, and back out of it. The load menu gets re-enabled, and the restored games were found.