But you are able to save, so it must be putting them somewhere.
Are you sure it isn't putting them somewhere like
C:\Users\<username>\AppData\Roaming\RHEM4\DATA\DPOT
or
C:\Users\<username>\Saved Games\RHEM4\DATA\DPOT
or some variation of the possibilities suggested
***here***?
If you're trying to search locations in the AppData folder, you need to change your search options to search hidden folders. One way to do that is
***here***.