[Mobhack]

The auto save should be saved each time you end a turn. The fact it was not doing so (no file present) seems to suggest that there is an anti-virus running the game in "sandbox" mode, or something similar.

Now, if the auto-save is being made to the proper slot, and your saves are appearing in the save games folder as well, then it could be that your anti-virus has learned to trust the game after an initial run in a sand-box mode.

I turned off my avast anti-virus "sandbox" feature since I develop programs, and it treats each recompiled EXE as a brand new program to be suspicious of. It then puts a red border round the game window and is irritating about saves etc. until you had run it the once.