I've also had this issue. I suffered the game-breaking switch 9 glitch that's been detailed in other threads, and couldn't get round it no matter how much I tried, so I downloaded episode 4 and 5 and restarted my Xbox, as mentioned. The game started at Episode 1 again, and wiped out my save. I played through episodes 1 and 2 again, with no problems at all, but then as soon as I tried to play Episode 3, it reverts back to the first Episode again. Also my stats for Episode 2 seem to have been wiped, but the Episode 1 stats are still there for some reason.
Yeah, I know I posted this in the other thread too, but damn I am fuming right now. This is such a great game, which I loved, RUINED by technical issues I'd be ashamed to see on a Windows 3.1 FMV game. Plus, I've just wasted my money buying episodes I may never get to play, in an act of good faith which completely backfired on me. No wonder people pirate games so much these days.