That´s the exact thing, Digitall, the GOG version (especially if you play it offline) doesn´t have a 2nd save location, only the AppData/Local/WB Games/Shadow of War one because I´ve searched throughout my computer 4 times to try find the second one (where the "active save" - the one game reads from, which is the "remote" folder in Steam version - is kept) with no success, which makes me think that at least offline, GOG version uses the one inside AppData/Local/WB Games/Shadow of War as one (without a number).
I´ve tried pretty much everything when it comes to this and came to these conclusions:
-> You either need to emulate a changeable Steam account on the .exe link itself, like what CODEX Crack does (since comparing both .exe files from Offline GOG and Steam version reveals that Steam one is bigger while other stuff is same size, with the addition of "steamid" file when it comes to Steam version. I suspect it´s because Steam version´s .exe file has components within itself that enable it to connect to Steam and use it as its "base" when creating and running saves, thus Steam version saves have the hexadecimal code at the start of its filenames while Offline GOG ones have your machine´s name as the starting code) with the edited .exe file and additional files; also, as info, there´s no place on the Internet you can get a working CODEX Crack for the game anymore. I checked. Many times. :(
-> You need to transform/convert your Steam save to be able to be read and accepted by the GOG (offline and online) version without it being overwritten, which is easier said than done because just changing the starting code in the filename just isn´t cutting it. We need a program of some sort that is able to convert/transform the saves so that they can be read and accepted by the game versions without changing the contents of the save itself.
Hopefully this knowledge helps. But yeah, for now, CODEX Cracked game is still needed to sort of "convert" saves to be accepted between games and you won´t get one (at least completed one) nowadays unless you really go search the Internet ... as well as a special Cheat Table and CE 64bit.