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This stuff isn't stored on the savegame, it must be stored on some kind of user profile or something because it carries from one playthrough to the next.

Anyone knows which file stores this data or how to reset all of it ?
This question / problem has been solved by WeakSetimage
Stats and collectables are stored on the config file kept outside the savegame folder. Deleting it forces the game to create a 'clean' one, so that's the way to start a new playthrough completely form scratch.

Someone post here so that i can mark the thread as 'solved'.
Another way would be to start game with parameter -cleanaccount
Thanks, i'll give it a try.
settings and collection stuff is saved at location C:\Users\YourUserName\Documents\Remedy\AlanWake_GOG_Version\config