I'm having the exact same issue, did anyone ever figure this out?

My Cgs have also went missing over three different routes. Each character route had it's own untampered save after completion (no save overs). The one thing I did differently on my last play session was use the Record of Service to jump through chapters in game. After that I noticed missing Cgs. I'm very disappointed because no one seems to be responding on Steam. I tried contacting support on the link to Idea Factory's website but as soon as I clicked 'support' it switched to Japanese text. Someone please respond this is a terrible glitch. Half the reason you play through routes in a visual novel is to collect the beautiful artwork. I love Hakuouki and own it on PSP as well. I hope we get answers fellow players.

In 2023 and this is still happening. It's so frustarting, I just began playing it again, only a week, and all my progress is lost once again. It's happened before and now I don't even want to play anymore if all that's gonna happen is I lose everything I've done.