Hi @Fudanshi_Sama,
As far as I know, it's normal that only your 3rd character was saved online because it's when your PS+ sub started.
Regarding your local saves (I know that this question is going to sound weird and I really mean no offense by it), do you know how to switch between your characters? From the main menu it should be Load and then square button (I think it's square but I don't have a PS4 and the game to test right now). There you should see all 3 characters.
Keep us updated.
