Well, SEGA support is still stonewalling me. I guess they're more interested in finding out which unholy entity broke the release date, than giving me even a simple "Hi, we're working on it" e-mail. Screw you, SEGA.
Anyway, I guess I might have found out what the problem is, but I have no idea how to fix it. This is my Binaries folder in the Alpha Protocol install:
Now, this looks completely FUBAR. I'm Danish, and I'm running an English install of Windows 7, so why my folder is filled with strange looking Korean (or whatever) characters is beyond me. Each of these folders contain a checkpoints sub-folder, some of them containing files. I imagine the game is having a tough time decrypting these characters, and detecting the savegames.
Hope I can get some freaking help soon, or I'll have to request a refund from Gamersgate and skip the game entirely.