The Save bug should be solved now by patch 4133.3
More info here:http://steamcommunity.com/app/239160/discussions/0/558752449291859644/http://steamcommunity.com/app/239160/discussions/0/558752356837626046/
So here you are wanting to play Thief and instead, when you move on to a new area, you're loaded back into the same area. What the Trickster's ♥♥♥♥ is going on here?
It seems to be a bug that triggered on the 1st of April...
How to solve it (works for myself and a bunch of other people):
1 - Backups are always good - so backup your saves first! Go to "...\Steam\userdata\<account_number>\239160\"
and backup the remote
folder. (It should have some *.sav files in it)
2 - Set your system time to something other than April 1st. April 8th
seems to work best for some reason. (For me April 2nd worked too.).
Alternate version of step 2:
2 - (windows 7) open your time, hit change date and time, click internet time tab, change settings, uncheck "synchronize with an internet server." Now, set your system time to something other than April 1st. I set it to April 2nd and it works fine now.
3 - Enjoy playing thief.
4 - Remember to set your system time back after you're done playing Thief!
Notes: This doesn't seem to work for everyone!! If it doesn't work for you, backup your saves, wait, and pray for the Builder to protect your saves I guess. The clock solution working or not seems to be unrelated to the operating system. Some people with windows 8 have reported it working and some people with windows 7 have reported it not working. (I'm running windows 7 and it worked for me)