So afaik save files should be located at C:\Users%USERNAME%\Documents\Saved Games
But there is no folder called Diablo. The lone Hades folder stands there. Did anyone met the same issue? (of course, I’ve created an offline chat and played it)
ty
UPD:
I also checked the installation folder of D2R, no any signs of save files too.
UPD2:
Oh, hell, sry. I was on D2R forum, and suddenly get here and posted the question. 
UPD3:
Just look carefully at the path. You might look in wrong directory. For example, in global one, not the user one. As option, create test character with unique engough name and then search for this name. File explorer should lead you to the save files.