ok I had a issue last night like this, but got it fixed. I have the latest version of OSX on mac, I bought the game off steam, so don't know if this will work if you got it right on Telltale.
Was almost at the end of Episode 3 when the game started lagging. So I logged out, was going to continue from the last save which was a few minutes before. However it looked like nothing saved at all. Was kind of pissed so I actually checked this thread. I couldn't find those folders mentioned for Mac by searching. So I eventually did this.
Open Steam, Go to Library, Right Click on Walking Dead, Properties,Local Files,Browse Local Files, Right Click Walking Dead, Show Package contents, Contents, Resources, Pack, Default, Made a copy of the prefs.prop and moved it to desktop as a precaution. Then delete the prefs.prop from the Default folder.
When I opened Walking Dead again, my Episode 3 save appeared. Just finished it, and worked fine. Hope it helps a few folks