So like a lot of others, my savegame were missing when I tried to continue with episode 3. I got it fixed like describe in many threads by copying prefs.prop from [Steam]\steamapps\common\the walking dead\Pack\WalkingDead102 folder to my savegame folder
I could finish my EP3 happily. As I wanted more TWD I decided to start another game in save slot 2 with different choices. I played through EP1 but when starting EP2, it suddenly started from last scene of EP2 so I exited the game, after restarting game my latest saves were gone: I had only save in first slot with EP1 completed only.
I restored the pref.prop using windows previous version tab, started game and same problem again occured. I realized that when starting EP2, game copies the steam folder prefs.prop to your savegame folder and messes everything up. I removed prefs.prop from steam folder, restored prefs.prop in savegame folder and now game continued as it should.
So even if your saves are ok after EP3 keep in mind if ever want to play EP2 again (even in different save slot), be sure to delete the prefs.prop from steam walkingDead102 folder or it will mess up all your saves.
Very sad that this game has so many savegame bugs, when choices really matter :(