If you're able to play Generation Zero, but your progress isn't saved, then it sounds like you're having an issue with your saved game files. This is issue is more than likely linked to your security suite, for example Windows Defender, BitDefender, Avast, etc.
The specific solution is unique to each security suite, but the common occurring setting is often known as ransomware protection. When this setting is enabled, it will protect your Documents folder and prevent Generation Zero from creating or modifying existing saved game files.
Please note, if you're not using Windows Defender, then you need to disable this feature (not recommended) within your security suite or you need to whitelist the file (recommended) "GenerationZero_F.exe". This file can be found in your steam games folder - steamapps\common\GenerationZero\
For users using Windows Defender, they can follow the steps listed below to fix their issue:
To add Generation Zero as an exclusion (recommended) :
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Open Windows Defender (also known as Windows Security).
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Go to Virus & threat protection settings.
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Click manage settings.
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Navigate to Controlled folder access.
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Click "Manage Controlled Folder Access".
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Click "Allow an app through Controlled Folder Access".
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Add an allowed app
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Navigate to your steam games folder (steamapps\common\GenerationZero\GenerationZero_F.exe)
To disable the ransomware feature entirely (not recommended):
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Open Windows Defender (also known as Windows Security)
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Go to Virus & threat protection settings.
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Click manage settings.
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Navigate to Controlled folder access.
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Click "Manage Controlled Folder Access".
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Turn the setting from "On" to "Off".
If you need any additional help or if you're having any other issues whilst playing Generation Zero, just create a support ticket. We aim to help every player.