Hello Fellow Gamers,
I just created this account to post this fix that worked for me. I had bought all of TWD episodes as they came out, playing only the first until I got all of them.
A couple of nights ago I logged on to play and found that I was missing my two save files. I figured I'd play through it again...
So I played the first episode again until episode 2 and exited normally from the pause menu. When I attempted to restart the game I had no save file again.
Last night I went into the System preferences and checked the storage location of where my TWD episodes are located and noticed that there were two copies of the first episode along with a save file and the other episodes.
After clearing the system cache I deleted both copies and re downloaded episode 1 from the Xbox live marketplace. Restarted the Xbox and fired up the game... both saves that I had from before had returned and happiness ensued.
I have a limited edition Star Wars Xbox with the stock 300 some odd gig hard drive it comes with.
I hope this helps anyone suffering from the same issue from the download version (I see most complaints are from the retail disc version)
Happy New Year!!!