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I recently purchase stranglehold and every time I close the game my saved data is deleted As well as my settings, I tried disabling cloud storage and exempting the game from my anti-virus software but nothing seems to work any help in resolving this issue would be much appreciated.
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I know this post is from ages ago but if anyone has save problems on Windows 10 it is most likely the Application Control in the security centre. I had a warning in the Windows 10 notification bar that it had blocked the game exe from saving to the documents folder. I clicked the message, clicked to allow access to the folder (my Documents folder) and it sorted it.

Of course this was after I played the game for 3 hours and exited to find out my progress hadn't saved =(