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Steam

If you've recently changed computers you need to make sure you have Steam cloud enabled on both computers. You can also transfer your old local save data files to your new computer.

Have you recently reformatted your computer? Helldivers saves are stored locally, so there's not much you can do unless you had Steam cloud enabled or made a back up of your files.

PlayStation

Do you have an active internet connection?

Have you accidentally disabled the automatic save sync in PlayStation settings?

If you've swapped consoles, are you using on the same PSN account? Saves do not transfer between separate accounts.

Are you playing on a digital copy and then playing on a retail disc? Unfortunately due to technical limitations only saves across machines with the same user works, as long as its digital to digital OR retail to retail. Saves from digital to retail are not compatible.