Exact same problem here
Our friend were not available yesterday but he launched the game for us. His characher soon died but we played for 3 hours that way. Then we were expulsed from the game and those 3 hours were'nt saved at all
Please, how can we share saved games ? We play from the Microsoft Store and I cannot find any tutorial that fits that configuration.
Saved games seem to be stored in that folder "C:\Users\<User>\AppData\Local\Packages\Microsoft.Maine_8wekyb3d8bbwe\SystemAppData\wgs" but I cannot find a way to import my friend's files.