Why didn't the game save some of my choices?

The game is just bugged and it has been bugged since Season 3 came out. For example here, here and here. Granted these threads are old but from what you're reporting, a year later and they haven't fixed these issues.

I didn't experience any of the bigger story points being messed up but I noticed lots of smaller choices being wrong. Although I played all seasons together so perhaps the problem occurs only if your saves are older.

You could try starting over but if the TWD collection is still bugged, there's no real guarantee your choices will carry over. You could also use the Storybuilder.