OneDrive has been creating issues for saves. Either it writes it to OneDrive then the game can't see it or it allows it to see it. The problem is building as newer players buy the game. One player helped me resolve exactly what and where OneDrive was doing.

The game is supposed to write all of its files here.
C:\Users\...your user name...\Documents\KingdomDungeonAndHero\......

The save game content is supposed to be here.
C:\Users\...your user name...\Documents\KingdomDungeonAndHero\SavedGames

OneDrive keeps writing everything here changing the location to where the game can't find it
C:\Users\...your user name...\OneDrive\Documents\KingdomDungeonAndHero\SavedGames

I changed to the code in the game to point at the user profile documents folder. This means the game decides where the files go not OneDrive.

If your saved games are missing after v1,254 they are likely here
C:\Users\...your user name...\OneDrive\Documents\KingdomDungeonAndHero\SavedGames

If so copy paste them to this folder.
C:\Users\...your user name...\Documents\KingdomDungeonAndHero\SavedGames

Sorry for the inconvenience this has been an issue since WarPlan that I couldn't figure out till now. Some systems come with OneDrive enables to sync, others with it to override the Documents folders, and some turned off. Why it is this way I don't know. After some research I discovered KDH is not the only game having this issue.