Listen guys I just had the same problem with the save thing it put up a thread myself but I found the answer!
Start the game and play the save it keeps going to. Then after doing that go to ep*4 and rewind it to the last chapter *spoiler* (where you lose clem for the second time) and when it shows the hat just back to the main menu and it should work! All you have to do when you get back is to remember the choice you made at the end of that one after you did the rest! (Thats how I got it to work)