Well my post has two parts.
One, I'm only seeing 20 save slots instead of the 99 claimed by a dev here. I've already filled them all and have been forced to overwrite them :<
I was hoping to find the directory where the saves are located and just move them to a backup directory every time they fill up, as I like to have all of my saves and that's actually what I've done with Mass Effect 2. Not even 99 saves would work out for me, as I generally will have between 300-600 saves for a game like this :P
I found the Steam Cloud saves in %STEAMDIR%\steamdata\*number*\28050 but those are not the ones used by the game, as when moved or deleted they still show up in game. I've also looked in the %USERDIR%\Appdata folder and found in Local a 28050 and dxhr folder, but neither have the save data inside.
Any devs that can give me a clue or other users that may have found them?