Looking at the Procmon logs, Convoy does this, which seems possibly suspicious:
QueryOpen D:\Program Files\Convoy\Convoy_Data\GameStats.xml
This returns a "NAME NOT FOUND", as there is no such file.
Convoy then performs various "Read Attributes" queries to C:\Users\myprofile\Documents\Convoy\GameStats.xml
Convoy then writes 2039 bytes to C:\Users\myprofile\Documents\Convoy\GameStats.xml
2039 bytes is the size of the default GameStats.xml file.
Looks like someone hardcoded the path. I guess a workaround might be possible if you had a D: drive mounted and made that exact path, with a GameStats.xml file inside it. Mine is a DVD drive, alas, and I'm not remapping my other HDD because I'll mess up a lot of things in the process (and that's yet another reason why the Unix way is superior). I hope the developer will notice this and make a fix available soon, because although I like the game, lacking unlocks doesn't make me want to play it a lot.
Also, I didn't have the time to try the game until a couple of months after buying it, so I'm SOL.