First, I do not work for COG (or for GOG, though you did not ask about that). I doubt you will get a response in this thread from any COG or GOG employees. They usually don't read the minor forums.
Second, please describe how you got to this point. What cog tracked your progress? How many teeth did it have? Is it part of a small machine or a large one? Are you playing Diablo in single player or in multiplayer? If in single player, when did you last save your game? Did the game display any error messages?
Where you able to see the progress previously? Try searching for the .sv file, and make sure you have write access to the folder when playing or windows might redirect the writes.
You can also try devilutionX which don't have this issue as it always writes to the user folder.