Each save is a folder in the '..\Documents\Larian Studios\Divinity Original Sin\PlayerProfiles\<ProfileName>\Savegames' folder.
Have you changed your My Documents folder to somewhere other than default? (NAS or even just another partition)
If so, try creating a new user account with the default My Documents, and playing the game as that used. I don't know if you can do that through Steam, but you can Shift right click on the executable, or a shortcut to it, and select 'Run as a different user' ('..\SteamApps\common\Divinity - Original Sin\Shipping\EoCApp.exe', or similarly for GOG).
