They work for me, but the recollection room becomes unavailable after the last dungeon. At the end of it you will be teleported to the town, and won't be able to enter any interior, just talk with the NPCs and see your ending.
Here's my save: The first slot if the endgame. I got the true ending, you can only talk to everyone and see the final H scene.
The second slot is in the final dungeon, you should be able to backtrack to the town.
In slot 20 there is a save before entering the final dungeon, in the town. You'll be able to enter the recollection room: It should have everything unlocked.
Enjoy.