I bought ANNO 1701, and played a bit. Saved, but decided to make a new game, the first save is working. The second play, I saved, but the savegame can't be found ingame. I checked the folders, and it's there, however, instead of being saved as quicksave.sww, it's saved as quicksave.sw1.
A quick google search tell me the .sww is vanilla, and .sw1 sunken dragon. The GoG version being oth, and as such, should work.

Changing the file extension doesn't make it work. So far, it seems I lost that game, which is not such a big deal, but I want to prevent the issue to happen again. Is there something I missed ? Google didn't help in that regard.

I found the issue. Apparently starting Anno 1701 with galaxy start the base game. However, I had created shortcut, and it made 2 of them (base + sunken dragon). Probably launched the game through the SD one.

So, don't launch the game through galaxy, but through the shortcut to SD, otherwise you'll launche the base game only.