Locate Your Game Save Folder

Is Steam Cloud enabled for your Enshrouded installation?

To check:
  1. Open Steam
  2. Open your Steam library and click Enshrouded in the left column.
  3. Click the gear icon on the far right side of the screen.
  4. Click on Properties.
  5. On the General tab, there is a section called Steam Cloud. If the toggle is on, then answer Yes. Otherwise, answer No.