Ah, the Mystery of the Disappearing Files, brought to you buy everyone's favorite operating system
I think what is going on is that Windows 8.x at some stage started to direct trafic towards its default folders, which for me is the Windows OneDrive. So when previously save files went to the folder where the programme making saves resides, now they go there unless a specific location is given.
I am pretty sure (?) this is a one-off situation, and I think this will make it to go away for good. You might need to do this once per game though, I am not sure this is a strangest thing at times.
This is the fix that worked for me anyway:
1. Fire up the game, open up a new battle like Boot Camp, immediately go to File->Save
2. In the Save As dialog, make a note where the game (or Windows, rather) wants you to make the save.
3. Instead of saving there, navigate to West Front folder or which ever game you are playing, and save there instead.
4. Close the game, West Front or which ever.
5. With File Explorer go to location Windows has as your default (OneDrive in my case), copy-paste the files from there to West Front (or which ever).
6. Fire up West Front. Now that you've saved there it should from now on look from its own folder instead. You should now see the other files there as well, the ones you copied from OneDrive or wherever.
And that's it. If you've not needed to look for a file like when you need to send the BTE file to your PBEM opponent, this might have gone on for some time. I bet you will find your missing campaign files from there as well.
Again, I don't really have my finger on what is going on but I am pretty sure this is it. So once you've made a conscious save to game folder Windows will let you be.
Hope this helps. It is all very annoying especially as you have no idea what is going on at first, when this starts to happen.