I just played through the latest version of week 1 and wasn't able to transfer my savegame to week 2 as well, so I looked further into the issue and noticed that the endgame save of week 1 actually gets successfully written into the multipersistent save file in %APPDATA%\RenPy\persistent\FetishLocator, but unfortunately it gets overwritten with an empty copy when you start the new week 2 game. In my case, the file size got reduced from about 5 KB to barely a 100 Bytes. This happens during the initialization of the FetishLocatorSaveSystem class, so the endgame save from week 1 is already lost by the time you get to see the main menu of week 2.
Took me a while to track the exact location of the bug down but I haven't found a fix for it yet. I'm not that proficient with Python or Renpy, maybe someone else can find a solution for this or forward my findings to the dev.