Sly442: I already said I checked both usual save game folders. I even checked the folder when you use Windows98 compatibility mode. I assure you I am not a noob at these things.
Ignore the SweetFX part as it seems to really only work with the Steam version after testing.
Hey don't shoot us ;)
usual could mean anything (sometimes ;) ).
that is now really strange. If none of the above is the case, are you sure that steam is not playing tricks on you?
I use W8.1 and the above was the savegame which was installed (despite that the main game is installed on D.....)
If you use any windows above XP, instead of using the normal search function I would suggest, open a dosbox (that's how I found it ;) )
and go to the root of c: (d: and so on)
dir slot1.sav /S
This will search for all subdirs and tell you the path (you might have to use a different slot as slot assignment seams to be round robin or something like that) or try with slot?.sav or slot*.sav