Did you move files around? Like download a new version of the game and just move your file1, file2, file3 and file41, and not copying the config and global as well?
If yes, it is an easy fix.
If not I don't know what is wrong.
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If you still have the old global and config files, copy those over as well, and you will be fine.
If you don't, you need to let the global and config know you have save files. The only way to do that is to make them. Make a copy of the saves you want to keep in a separate folder. Start a new game, skip the intro, skip naming the characters, once you have control of your character, make a save in-game in slots 1,2 and 40. If you care about your old autosave file, time skip to the next day to make an autosave.
Now your global and config know there are saves in those locations, replace the new file1 (autosave), file2 (in-game File 1), file3 (in-game File 2) and file41 (in-game file 40) with the old saves that you want to keep.