Try starting the game, create a new profile, start a new game and save, then return to the main menu and switch to your original profile, then switch back and see if the save is shown in the load window.
Try starting the game directly from the '..\SteamApps\common\Divinity - Original Sin\Shipping\EoCApp.exe' program file, by right clicking and running as administrator.
If that helps, you can right click the executable, select Properties, switch to the Compatibility tab and check off the option to always run the program as administrator.
