As the title says.
First of all - I HAVE managed to play through all of episodes 1-5 on a first playthrough without any issues. The problem mentioned here appeared during my 2nd playthrough, where the only difference is that New Game-slot 3 was chosen as opposed to 1, and some decisions have been different.
Now, I have tried changing all in-game preferences - decreasing and increasing resolution, turning on and off shadows/anti-aliasing, et cetera. Nothing seems to have any effect on what happens.
I finished episode 2, see the crazy lady talk about how Clem is safe as long as the bandits are at the farm, see the credits roll out, and RIGHT at the end of the credits, the screen goes blue for 1-2 seconds, and I'm back at the main menu. I try to start episode 3, and all I hear is the crickets (presumably from the end of the gameplay-segment of episode 2) and see a black screen, with an arrow I can move around. Nothing happens, even though I wait for an hour. I quit the game, screen goes blue for 1-2 seconds, I'm back at the main menu. I quit the game to ensure it saves the progress, but when clicking 'Exit the game' the screen goes all blue on me again for 1 second, I'm out in the steam client, and nothing is saved to the steam cloud. I go back into the game and have to replay the last segment of episode 2 again. Same thing happens if I exit the game as soon as I have completed episode 2 without attempting to start episode 3. Always the same; blue screen fades in and then out to black, steam client doesn't recognise that I have made any progress, and when I start the game again I have to replay the last segment of episode 2.
So, there are 2 problems: I can't start episode 3, and I can't save my progress.
Any ideas here? I might have to ask for a refund if this continues.