You have to make a ‘save file of save files’.
So you have to types of save file:
1 The usual one, where you keep the status of everything that’s happening in the game ( you have many copies of this )
2 A sort of ‘meta’ save file, which just holds the names of all the other save files
So when the player makes a new save point, you add a new slot name to the meta save file, and then create the save as usual.
It would be some sort of automatic slot naming system, and you might keep the sequence number or date-time in the meta file.