Does anybody know where the save data for the gog version of this is located? PCGW lists the MS store location but it isn't the same. The save backup from gog downloads files with names that are not anywhere else on the computer.

I know game specific forums are rarely visited but I figured it out and it ain't easy so I figured I put it here for posterity.

You have to export the registry found in RegEdit under hkeycurrent_user->software->JacobDzwinel->Midnight Fight Express,
open the reg file with Notepad++,
take the files that are downloaded from GOG,
open them with NPP,
convert the inside text to hex using an online tool,
paste the result from each file into the appropriate heading in the reg file,
save the reg file,
and then run the reg file selecting yes to replace the values.

This worked for me and I hope it will assist anybody else with the same issue.