Check the number of files in the saved game folder (in '
..\Divine Divinity\Run\savegames'). Missing files might cause the game to crash when trying to load. A new game should have 22 files, after going to either Verdistis or the Dark Forest it should have 27, after going to both it should have 32, after getting to the wastelands it should have 37, and after getting to the Black Ring dungeon it should have 42.
Are you shutting down all non-essential programs (especially anti-virus) before starting the game?
If something is not interfering with the save process, perhaps the game itself is the problem. You could backup your saved games (just in case) and do a clean re-install.
Troubleshooting Tips (& manual install procedure)