The method I employ to save my progress during the course of a Cold Waters campaign is cumbersome, but it does the trick:
1) Launch a campaign and as soon as you get to the strategic map, hit ESC and then SAVE and then QUIT. This should take you to the Main Menu.
2) Create a desktop shortcut to the location of the CW save files: [Drive]\Users\[User Name]\AppData\LocalLow\Killerfish Games\Cold Waters\savegame\campaign001.
You should see a saved file already in the campaign001 folder - the save you just created. It's called Autosave. If you're running a mod like More Playable there may be a second save file in there, but you really only need to focus on the Autosave file.
3) Create a new desktop folder and name it 'CW Saves' or whatever. Within that folder, create a new folder named, for instance, '1 Mission 1' - your strategic map save. Then copy the Autosave file from the campaign001 file into your new folder '1 Mission 1' (you may get a warning notice but it's okay).
4) Relaunch your campaign, click LOAD, Autosave should be highlighted, select it with LOAD. You should return to your position on the strategic map.
5) Play until you reach an engagement and you arrive in battle mode. EXIT twice to pause the game.
6) Now create a new folder in 'CW Saves' named '1 Mission 2' - your combat save. Then look at the campaign001 folder, and you'll see a new Autosave - check the time created, you'll see it's newer than the last one. So then copy the new Autosave into your new folder '1 Mission 2'.
IN THIS MANNER, you can preserve 2 saves per mission - an initial strategic map location of your choice, and the commencement of the engagement. Wash and repeat and you will end up with a collection of Autosaves that will enable you to replay at any stage of your campaign. Want to restart at a certain point? Just open the savegame/campaign00# folder, delete the contents, and then copy the Autosave of your choice into it and launch the game.
