Today I have a problem where the graphics of Settlers II - 10th Anniversary suddenly started behaving strangely, so I saved the game and quit.

Even since then, the settings reset themselves to all 0 (no mouse scrolling, no sound, lowest graphics, etc.) whenever I launch the game. Also, while the saved games exists, the actual mission progress has been deleted, and I can only start on mission one.

Does anyone know how to troubleshoot these problems? Also, where can I locate the saved games so I may be able to back them up and reinstall the game?

Thanks in advance.

Yeah, try to reinstall the game. Dunno where you have it installed now, but it's best to not install it to Program files folder, a dedicated folder for GOG games would be great (like C:\GOG Games)
As for the saved games - look here Users\<username>\Documents\S2\saves
or here \Users\<username>\AppData\Local\VirtualStore\

Thanks, I checked the documents/S2 folder and found out that the problem was a corrupted default01.cfg file. Unfortunately this file isn't openable in a text editor, so I had to remove it and the game created a proper one. The mission progress was lost however. Luckily I saved each mission fairly late and was able to complete them again quickly.