I think @ClockworkOcean is right, so check that. If that is not the case, you must understand, there is difference between the Debug build you use for your editor, and Shipping build you probably use on Steam. Shipping builds cannot see savegames of Debug builds and vice versa.
Also, open steam games link: https://partner.steamgames.com/apps/cloud/0000000 (replace zeros with your Steam game ID), then scroll a bit down. Then check root paths and set your savegame directory.
