Your save doesn't appear if you have logged-in with a different Steam account. Log-in with your other account or: Quit game and move the save in the other account folder.
In the Saves folder you will see a folder (or more of them) with a large number as a name, those are account folders.

Another case where saves may not appear in the list (or they appear with a warning) is when it's a workshop scenario and you are offline, for such a save to appear you need internet connection before launching EGS or make it so to play your scenario offline by moving the scenario from the Steam\...\Workshop\xxxxxxx folder into the Scenario game folder.