There seem to be solutions for where this save files exist under Windows and Linux operating systems, but having searched the internet for months now I still can't find anyone that knows the location of these bloody files on the Mac.

The only thing I ever found that looked as it could be used as a pseudo-save file was in the Saved Application State folder inside the Library. I thought that this probably was a safety measure of the computer to preserve whatever any applications were doing in case things went wrong, such as during a black out, and that it may be used as a kind of barbaric "save file" if I never could find the real ones.
Nope, I just found out in the most harrowing way that my guess-hope was super wrong.
My hard drive failed some weeks back and now tens of hours playing this game and all its memories have been lost in time like tears in rain.

There are no words to describe my feelings for those who determined where that folder should be hidden from everyone, nor why it was imperative it should be hidden, but there are simple ones to convey when I will give it another go if a saves file cannot be located first: Never.

It just won't do. I don't want to waste another 20 or 30 hours of my life methodically moving through a complex and difficult world without the opportunity to keep those hours safe from unexpected calamities.

So, the question is as the subject of the post hints at:
Does any one know where the save files for Dex are on the Mac?

ACTIONS I'VE TAKEN
1. Installed the game, run it, saved. Then copied the folder "unity.Dreadlocks Ltd.Dex.savedState" into: /Users/(ACCOUNT)/Library/Saved Application State
Result: As I mentioned above, it didn't work. Only the new saves were available.

2. Looked around inside the Dex.app (by showing the package contents) to see if there was anything that would give me an idea or clue.
Result: Nothing. It was just a desperate measure. Shows I know way less about these things than I thought.

3. Used an uninstaller application to fully remove the game, just so I could get a list of all the files available for Dex that are spread around my machine. I got this list:

Dex (the app itself)
unity.Dreadlocks Ltd.Dex.savedState (Folder with 3 files inside: data.data; window_1.data; windows.plist)
app.unity.Dreadlocks Ltd.Dex.playlist
unity.Dreadlocks Ltd.Dex.plist

Deleted all but the Dex application.

Relaunched.

The new saves were still available.

Uninstalled the game using that uninstalling app to remove all traces of the game.

Re-installed.

Relaunched.

The new saves were still there.
Which means there is a place in my machine (that even a dedicated uninstaller cannot find) where all the save information is stored.

SYSTEM AND GAME SPECS
I've installed the last build of the game as of today, 04 April 2017 (dex_en_5.4.0.0.pkg).
My OS is Mavericks (10.9.5).
My account is the main and only account on my machine, so all priviledges and permissions to access it should not be a problem in finding a file.

If I'm leaving important info out, just ask me.
Thanks lots to anyone that ventures an idea.

Hello _Lectral :)
Thanks really for the answer, but unfortunatelly that doesn't work.
That is one of the 4 files I kept on fiddling with (as per the post) and none of those seemed to contain the SAVES information.

On one of my varied attempts at trial-and-erroring this problem I deleted (manually and also by using an uninstaller app), moved and replaced this very file a number of times and in a number of combinations to see what was what, alas! nothing changed.

The new saves I had created (the ones with only a few minutes of gameplay) were always there waiting on the Load screen of the menu, even after a clean re-install where I thought I had completely removed Dex and all its associated folders/files.

So I'm pretty confident that unity.Dreadlocks Ltd.Dex.plist is not the saves.
:/

Hello again _Lectral :)

Finally this idiotic mystery is solved.
In the end, even before posting the question here, unwittingly I had indeed found the SAVE files for the game, and your advice WAS the correct one too!

The file...

unity.Dreadlocks Ltd.Dex.plist located at /Users/~/Library/Preferences/

... does contain the SAVES information for the game Dex and it IS the correct file to backup if you want your saves safe, BUT, it was simply impossible to corroborate because of the way this bloody thing works.
For anyone coming here looking for advice I will now describe what in my experience is THE most ridiculous and convoluted way I've encountered in which save files are stored and behave.

So thank you _Lectral for your advice, and I will mark it as the answer to this question.

Now, to the insane circus that is the Dex Save File:

As describe above in my original post, I had found in my computer 4 files that comprised the game Dex:

1. Dex.app
(/Applications)

2. The folder unity.Dreadlocks Ltd.Dex.savedState
(/Users/~/Library/Saved Application State/)

3. A playlist file app.unity.Dreadlocks Ltd.Dex.playlist
(/private/var/db/BootCaches/[a long string of alphanumerics]/)

4. A plist file unity.Dreadlocks Ltd.Dex.plist
(/Users/~/Library/Preferences/)

The last one (number 4) is the file that stores all the info of your game, including checkpoints, saves, monitor resolution, etc., as is the norm with Unity. One file to rule them all.
Whenever I completely deleted this file (or replaced it with another) and relaunched the game, all info of the save points was not removed or changed, it was still present in the game untouched.
Even after a couple of clean installs where every one of those 4 files had been thoroughly ereased, the game stubbornly retained the information of those saves when I launched it anew.

Simply put, all logical reasoning suggested that none of these files was the correct SAVES file. Something else had to be retaining that information somewhere, yet unknown, in the computer.

It was only by chance (and desperation) after hours of experimenting with increasingly more ridiculous combinations of file juggling, that I decided to see what happened if I turned my computer off after altering the unity.Dreadlocks Ltd.Dex.plist file in any way.

And that was it.

Simply removing or replacing this file did nothing "on the fly", a complete reboot of the computer had to be performed for the changes to take effect in the game.
So I deleted the file in question, turned my computer off, rebooted, launched the game, and for the first time, all information of the game had been removed.
I replaced the "saves" file into its correct folder, launched the game, and still no information of the Saves was available, only "New Game" was an option.
I closed the game, turned the computer off, rebooted, relaunched Dex, and voila!, "Continue" was again an option and all Saves info was once more present in the game.

I know Unity is famous for its balmy ways, but seriously, seriously, W... T... F... ?

So there you go, a bit of trivia for those interested and, what is truly important, the location for a saves file almost mythical, for wich blurry and out-of-focus photos should start appearing on the internet with maybe a poster of one of those behind Moulder's desk, somewhere in the depths of the F.B.I.

Sorry to bother you but on that part about Linux, can you please tell where the saves are or at least where did you find info about it? I didn't actually managed to get info about Linux save location at all

~/.config/unity3d/Dreadlocks Ltd/Dex/prefs

Thanks a lot!

MacOS will cache preferences, hence changing the file appears to do nothing initially. You can reload using the command:
defaults read unity.Dreadlocks\ Ltd.Dex