Actual saved games lost in blackout

[Bartojan]

When you run the game, all saved games you make during the run are lost when there is a blackout. You can find only old saved files (created before the run with the outage) when the game is run after the outage.
I presume the files are cached and not directly saved on HDD. I would like to have the option to save the games directly to HDD.

Windows 10, OS installed on M.2 Samsung 980 500GB; the game is installed on SATA Samsung 870 EVO.

[SupSuper]

The files aren't cached. Make sure they're not saved somewhere else, as depending on how you run the game (portable mode, administrator, etc), the save location can change. Some possible locations:
C:\Users<username>\Documents\OpenXcom
C:\Users<username>\AppData\Local\VirtualStore\Program Files (x86)\OpenXcom
C:\Program Files (x86)\OpenXcom\user
If you're using something like OneDrive to sync your documents, that might also affect it.