Thanks MaG, no the only thing I had in LocalLow was Microsoft and I clicked through that just in case but nada. I will raise a ticket with Steam but I have to have a new hard drive next week - oh what fun reinstalling everything - so I will wait until after that as things will be different and Steam want to know all about your computer.
I did some more digging and I found Phoenix in users/login (which is not my computer name but never mind) it had episode 3 but the file was empty as my save games are in Steam, I might try later putting your saves in this file to see if it works, somehow I doubt it as the saves are named differently and as I am always being told I am an eternal pessimist - will let you know.
Well blow me down with a feather (actually that's not what I said but I can't put in print what I said) your save games are in my game even though they are not Steam - WHAT A CLEVER LADY YOU ARE
Now I know why you are head/founder of Gameboomers. Thank you so much