I think that Primasprit explained in better English how the 'weird' file system work
It can appears weird, but really if you think of a simultaneous turn based file system, you can't really do otherwise. Each faction must have a status report of his turn, in a separate file (the TRN files). Each faction must have his orders in a separate file (the ORD files). Finally the host must have all infos gathered in one place (HST file) and will need the ORD files of the player to process the turn.
As for your problem, Gentleman. If you don't manipulate the files outside of the game, there is no possibility to lose a game or jump several turns in a game. So I will dare think that you have a bunch of saved games, and you are not loading the right one. Don't forget also that you have to scroll the list if you are most than 15 saved games, so perhaps the one you seek is somewhere at the bottom
I would advise you to check the turn number of each saved game and delete the unneeded ones, there is also a function in-game to handle that. Normally you should find your game. If not, you can make me one zip containing all that is in the save directory (right click on the folder and zip it), I don't care if the thing weight 50 MB... When done post the file at a free hosting service, like:
http://www.rogepost.com/The standard procedure when you play the game is NOT save it in fact, because the game does that for you, every turn (because of the simultaneous turn scheme, as explained above). If you screw something you can always trace back up to one year in the past, and you do that in-game (you don't have to handle files on your disk).
CTRL-save is only used on rare occasions where you want to create a new 'branch' in your save, but the backup render that rather superfluous.
save is only used when you are planning your order and don't want to finish planning in the same cession. Save your orders and quit the game, you can resume it later. Said otherwise, if you end your turn, and wait for the new turn, you will see it is already saved and you can quit the game safely (providing you have not restarted issuing orders, you will find your game back when you reload the game).
Hope it is clearer!