CAMIR0503: In the end I gave up, uninstalled everything and reinstalled it on C:\ with the default path. That way I could retrieve the file. Obviously these instructions only work when installing it the default path on Win 7.
JMich: I did try to make this FAQ as broad as possible, especially after the nth post about importing. As to why your file wasn't in the game's directory, I've truly no idea. Glad to see you got it working after all, and hope the rest of the games don't give you the same headaches.
Blooglspash: I don't know if characters created in ScummVM can be imported into the original interpreter, though, I'd need to do a bit of testing first.
JMich: Nice to see someone who can help with ScummVM, assuming you find the time, try to import a character, and I will update the FAQ as needed. And where exactly is the file saved? ScummVM\Saved Games or something else?
ScummVM saves characters into the saved game directory. This path can be set freely, it's under "Options" / "Paths" / "Save Path". ScummVM will also automatically show you characters exported from QfG1 in QfG2 in case QfG1 was played using ScummVM too. You don't have to move anything around manually.
ScummVM also fixes a Quest For Glory 3 bug, when exporting a character. In case you played too long, some values will overflow, which will then result in a broken character file. This shouldn't happen at all in ScummVM. Although I'm not sure if this patch made it into the 1.7.0 release. It's definitely in the daily builds.
Another bug was also fixed. QfG3 never imported the character type (Fighter, Thief, etc.) properly from QfG1 character files.
Oh and ScummVM should be fully compatible with character files from the original interpreters. Export + Import should both work without issues. Earlier ScummVM versions compressed those files, but the latest versions don't do that anymore, so you get plain character files, that you can use with the original games as well.
So you could actually play EGA or VGA original QfG1, then play QfG2 fan-remake using that character, then use that character for QfG3 using ScummVM again and finally export that character once more and play the original QfG4 using Dos-Box (QfG4 is not yet supported in ScummVM).