Gave this a try and unlocked several achievments, characters etc. When launch it for a second time EVERYTHING
I changed in my first launch was gone (including settings). I tried reinstalling, derfragging the drive, copying save files
into the folder but nothing works. I don't even see a save file. Does have any idea what to do?

Run as admin?

Doesn't help.

I had this issue as well. But I am playing on Heroic Games Launcher under Linux. I installed RoR (using the Windows exe, not the linux build) to my NTFS SSD partition and experienced this problem. The fix for me was to keep using the Windows version, but reinstall it to an ext4 partition. Once there, I could change settings, restart RoR and see the settings persisted to the game "Prefs.ini" file just fine within the installation folder on the ext4 partition. "Save.ini" appeared there too.

Not sure if this helps you or not.