I'm playing through The Walking Dead with two savegames. Slot one is my game, of which I've finished both chapter 1 and 2. Slot 2 is where I'm going through with my girlfriend, but this game has only finished episode 1. We loaded it up the other day(after episode 3 downloaded) to play through episode 2. I noticed in the save game menu that both slots were listed as episode 1. Sure enough, loading up my game(slot 1) showed the stats for episode 1, but not episode 2. Her game (slot 2) was the same, but that made sense as she'd only played the first episode. We tried to start episode 2 on her save slot, but I was surprised to see it starting at the final chapter of episode 2 instead of the beginning. Fortunately I recognised it, and stopped it before she got any spoilers, but it's still frustrating. At present I can find no way to start at the beginning of episode 2 as there is no rewind button.
Furthermore, when I play either game, return to menu and then try to load a saved game, I find that save slot 2 is empty and save slot 1 is listed as whatever episode I was just playing. Exiting the program and restarting will cause saves to reset to the previous condition(that is, both slots list as episode 1). I tried experimenting with save slot 1(which should have completed both episode 1 and 2). I opened up episode 2 and replayed the end, all the way through the credits. I then opened up the save menu and it was still listed as episode 1. I opened it up and started episode 3, and it kept my decisions from the previous episodes (phew) but I didn't play far, as I was worried about my save slot 2 dissapearing.