Unravel 2 - doesn't save anything

So I bought the game some days ago from steam and I played co-op with my boyfriend with 2 different controllers, but the game didn't save at all. We located the save files but it doesn't read them at all. We tried different things, read tickets from other users with this common problem but still couldn't fix it. The files are not corrupted and when we start the game it just says to start a new game in all 3 slots. Please help because this is the first time this happened to me ever in any game I have played so far.