Where are my saves from the last mission?

I was playing the last mission on XCOM: Enemy Unknown. During the play the game started acting weird, so I saved and closed the game. Then I restarted it and went to load the file just to find out that all the saves of the last mission were missing (about 2 hours of play).

Is this a bug or a feature? Because it really made me sad, they could at least warn that is not possible so save the game during the last mission.

Your games are still there, there is a sorting bug.

You need to delete some older save games and you'll find the missing ones again - I just found mine. Be careful not to delete your latest though, they're not sorted too well.

Save files are sorted alphabetically. I.e. in a dictionary save100 will come before save99. When that happened to my saves, I just went into the folder and packed everything before 100 into an archive. So now it is expected to break at 1000th save which shouldn't happen soon.

Just in case, X-Com keeps save files in Documents/my games/XCOM - Enemy Unknown\XComGame\SaveData

This sounds like a bug - in my games, I've been able to create multiple save files in the final mission, and load them as I see fit. My autosaves also persisted after I'd cleared the final mission. I tend to keep the last save from every game I've played, so I've got 2-3 games worth of saves on the final mission.