Hey, sorry to hear that. I've moved you post from "Open" to this bug reporting section, to trying and figure out what's going on.
What OS you on? Windows 10?
Are you able to look in the directory where the game stores the saves to see what's going on?: "C:\Users\[Windows_User]\Documents\My Games\TerraTech\[big number]\Saves" Is it using this standard directory? Do you have full access, etc?
I presume you've not changed the version of TerraTech to the unstable? And you've not disabled Steam cloud sync?
You could provide more information for the QA team, as described here. And you could check out the dev's troubleshooting FAQ to see if tere's any other things there that might help you.
You could try starting a new campaign game, saving it immediately and seeing if a file is created in that directory. It might be helpful to let us know this. And if it is created, you could copy the file to a second location, while the game is still running, to ensure it won't be lost again.
Also, are you using Windows as an administrator account?
Also, are you sure there is on anti-malware software blocking the game from making files?