I'm on Steam and initially my choices didn't carry over for me either.
So I played through the ending of episode one on the save I wanted and let the credits roll to the end. My hope was that episode 2 would load automatically at the end of episode one (which it of course did not). However when I looked at my saved games again one of them was missing entirely (as in an empty slot) and the saved game I was trying to load had been rewritten and said I just created it that day. I loaded episode 2 from the rewritten save file and sure enough my choices were carried over.
Still it isn't perfect now. Whenever I try to I return to the main menu the game seems to think episode 2 is no longer installed and has yet to be released. I have to restart the program for it to register correctly again. Also the rewind feature for episode 2 is non-existent and I have keep hitting the play button as the continue button does not appear either. Also my stats are completely unrecognized and are listed as: Choice 1, Choice 2, Choice 3, etc. with 50% for both sides.
So I was able to see my choices in episode 2, but if this isn't fixed at some point I have a strong feeling they won't be carried over to episode 3.