I'm having the same problem. Last GWX save was surfaced with nothing around or near the sub. Started a new career and when loading the SH3 saved mission dumps back to my desktop. I've tried several times and it's a no go. SH3 save folder is in Documents.
I'm wondering if my SH3 save folder should be renamed SH3 GWX to make it work as I have a Vanilla SH3, LSH3 SH3, and NYGM copies in my C

rive\Games folder. I did try and restart with S3F but that didn't work either.
I did change mods without being in base but deleted that career then restarted a new one. Never had these problems with running SH3 on XP.