Sounds like Douche Lee decided to delete your saves...
Joking aside that is a bummer... I have not lost all my saves yet.. thankfully because I have been playing through on only one game because I wanted to have to live with all my choices for a more authentic experience.
I am a community moderator, here to assist, keep the peace, and keep these boards clean and friendly for all. I am a volunteer, and not a Telltale employee, and my opinions are my own.