EDIT / SOLVED: Older programs do not properly support Controlled Folder Access (on) for Windows and require manual whitelisting, via Virus&ThreatProt > Ransomware > Block History


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Saves are cleared on game exit. Game prefs are not, which means it's not a dir access issue.
Finding this out after spending 7 hours playing all of the tutorials and 2 missions, knowing this will probably never be fixed... priceless.

Are you using the offline installers or galaxy to play the game ?
If you're playing with galaxy it's possible they have some cloud saving issue.
Can't help if that's the case.

But if you're playing with the offline installers, you can try this :

i have a long playthrough and got my warband to rank 10

First go to your C:\Users\YourUSERname\Documents\My Games\
(with YourUSERname being obviously your user name on your computer)

Back up the folder "Mordheim" (as it what contains your own saves) so you can re-use it later

Now download my save :
https://www.mediafire.com/file/15amzhio0c351ka/MordheimSave.zip/file

Open the downloaded "MordheimSave.zip" archive , take the "Mordheim" folder contained inside of it
And move it tou your C:\Users\YourUSERname\Documents\My Games\

Launch the game and see if you can use the Continue feature , it should then load my current warband

From there, change your options and graphics to your liking, then start a new Warband to see if you can overwrite mine and so see if it continue to save your own

Thanks for taking the time!

TLDR: it didn't work.
Gog cloud on/off - no effect.
Directory as refenced in reply above exists, but is empty.
Gog version saves in C:\Program Files (x86)\GOG Galaxy\Games\Mordheim\Saves. Doesn't read its own or grafted save file from either folder (whether the one where it creates it, or the empty one) seemingly, but the profile settings are modifiable and any changed settings are retained in the latter.

So it looks like it's the galaxy version of Mordheim that has those saves broken as i play with the offline installer and i don't see this issue.

If you can't use the offline installers instead for some reason, maybe report it, as i doubt gog ever read their own forum, maybe there's a chance they can do something as the issue seems to be clearly their galaxy thing :

https://support.gog.com/hc/requests/new?form=technical&product=gog

Loads once, then fails again after using the offline installer. Thank you fellow sufferer and a pox unto the gods, demons, philosophical essayists and market forces that have forsaken us in these miasmic ruins!