Good morning, afternoon, or night to everyone,

As stated in the title, my intent with this post is to help others to make function properly a save file that "has been lost", and what can be easily done to prevent this.

But before starting out, I would like to give a brief backstory...

I've used to play Hollow Knight in the past year to the point of completing and perfecting it, then I stopped playing it until very recently. Almost an entire year has past, and one of my save files, particularly a quite valuable one for me where I did a speedrun in less than five hours, has disappeared for no apparent reason. After researching for a while, I accepted that was impossible to recover it, but I learned a few things that could help you in a tight situation like this or similar, so let's start with the basic stuff first...

This could have a several number of answers, but a recurrent one (and very probably, what happened to me too), is that sometimes the Steam Cloud syncing can present some sort of failure and lead to this; however, I must say that is not a very frequent problem for what I've seen, but when occurs, is very unpleasant, and is worse if you're a newcomer to the game that just lost his hard-worked progress from one time to another.

This makes Steam Cloud a "non-completely" reliable option for handling valuable save files, but fortunately, despite the fact that this doesn't tend to occur that oftenly, you can do a manual backup just in case anything happens.

Hollow Knight's save files and backups of these are stored in the next location:

Your user profile > appdata > LocalLow > Team Cherry > Hollow Knight

In there, you will find several files with a particular extension recognised as .dat, and some of them are seen as ".dat.bak" which are essentially the same thing.

The files can be identified as "user#.dat". The "#" corresponds to a certain digit that goes from 1 to 4. This digit indicates the respective save slot of the game.

The files with ".dat.bak" typically have some digits at his side too, and just as can be deducted, these specific files are several backups of a certain save slot. For example, "user1.dat.bak##" is an automatically generated backup of the first save slot of your game; these tend to be created periodically.

It is highly advisable that you copy all of these files and put them in a new folder just in case anything bad happens to your actual save files somehow, but if you only want to save an specific save slot, just copy all the files with the user number that corresponds with the save slot you want to backup, as I've mentioned before.

Note: It is very important that you don't create a new game file on the slot you're trying to recover the save, or this could overwrite and hence get rid of the old save file completely.

In the same location as before, you should look for a backup save file (.dat.bak) of the save slot you want to recover. When you find it, try renaming it by deleting the ".bak" and only leaving the ".dat".

Putting an example, let's imagine I'm trying to recover my third game save file; I will look up for something that says "user3.dat.bak.##", then I'm going to rename it, and delete the "bak.##", and leaving the rest intact.

Before applying this method, make sure to backup all your save files from the Hollow Knight folder, and then, proceed to delete all the original files, and now you go to your Steam library, right-click Hollow Knight, go to Properties, then Local Files, and click on Verify integrity of game files. When the process finishes, head up to your game and check if your save is in there.

That is the Steam Cloud syncing method. Now, for the storage method, you have to go in here:
https://store.steampowered.com/account/remotestorageapp/?appid=367520

You have to login first, and then, it will appear a list that shows the content stored into your Steam Cloud, specifically for Hollow Knight, and with dates included too. See in there if you can find the save file you're looking for, and if you do, download it, and put the file right into the Team Cherry folder, obviously.

The list of the Steam Cloud storage isn't only available for Hollow Knight, obviously, but for all the games that allow for Cloud synchronization. You can check out your other games in here (if you already didn't):
https://store.steampowered.com/account/remotestorageapp/

If none of the solutions provided before could help you, you can try to go back to a backup of your system and see if that works somehow. Generally, this option can be found in the control panel. However, if you never required the system backup feature, and hence, you had it disabled, it's a pity that you can't do nothing more.

I hope that this could serve to someone.

Cheers.