Are you using Steam's cloud sync? Have you tried disabling it for this game?
I will try that and see if anything changes.
I thought this was the case as well- until I realized the thumbs do not update when saving. Your save game is there, just load the 'latest' save game.
I can assure you, my saves are not there. I am looking right in the folder. I load the latest save and it matches the thumb that is associated with it, which is not my latest autosave, quick save, or regular save.