[Tiavals]

My guess is you haven't created your pretender with the separate tool for it inside the game. Launch the game, then Game Tools -> Create a Pretender God

After you're done, the game should create a folder called savedgames and there's a "newlords" folder where your god is.

Which would imply you haven't made a single normal game on your computer either, so there's no save folder.

Can't think of anything else at the moment.

Try making a filler game with something in it, then use the tool to create your god.