I started a game in ironman mode and it went south. No biggy. I started a new iromman game and it went great. I turned the game off, simply quitting, since there wasn't a option to save.
Now I load the game and there is only the first ironman game that didn't went well, but no option to play the game that went super...

Is there only one option for an ironman game ?

I deleted the ironman game that went bad and started a third, after some 30 minutes of gameplay I quit, return to the title screen, click load and there too isn't my game I just played, as a matter of fact, there wasn't any ironman game at all anymore...

WTF ?

Paradox has two savegame locations; the normal one & the fake online one... you must have done one of two options
1. you changed the settings from local to online which makes the game look in a different spot or
2. you cleared the user-chec... this keeps the savegame folder but removes the shortcut pointing to it

look in your documents for the paradox folder... i have posted a screengrab showing the two needed for online saves

ok the bad news is Paradox pushed this ui out the door busted to make sales before Xmas & you don't have any online saves... in fact switching between save locations with the ui {what I think you did} will wipe your old game saves because they are over written at the end of any game to make room for the new ironman save i.e, your good game is likely gone now.

the good news is Paradox pushed the ui out the door busted & you can make local copies of your ironman saves to roll back to [see screengrab] i recommend you use the online save option... at the end of your game open the online save location [marked in orange on my screengrab] your game will be in the folder marked by empire name

copy the empire name folder {with ironman save inside} over into your local save folder and rename the ironman save to something else... they will now appear in your ui options when you begin the next game but understand that loading one of these saves will override your current ironman save so if you roll back to an early save its a all or nothing choice... only gog users get this option

enjoy the game

Thank you for your analysis. I'll try to locate the files and will see what I can salvage.