I got Episode 1 and 2 for free with PS Plus a few months ago. My PS Plus expired and I have yet to review it. I neve received a Save corrupt message and can still see my save file for the game with a last modified date of Sept 3 2012 on it in my PS3 game save folder (the day I completed episode 3)
Today I purchased episodes 4 and 5 and installed them today. When booting up I had to install patch 1.03 which I did. When I finally get to the menu, I'm promoted to select my play style and I can then see the menu of episodes but can't select episode 4. The only one I can play is episode 1... I can see that ALL episodes are installed.
I'm logged into the same account I purchased the games from and that I completed all previous episodes...