On this page of the guide to the Sinking City, you will find an answer to the question: is it possible to manually create game saves?
Yes, The Sinking City enables the players to manually create saves. You can save your progress through the pause menu. We recommend doing it before each conversation or other important activities that are part of current investigation. There is a high probability that you might encounter a choice. If you have a manual save, you can easily return to previous state if you make an error and made a wrong decision or when you simply want to test different variations. Important - consequences of some decisions are revealed later in the game!
Sadly, the game offers only three save slots. Luckily, automatic saves are created simultaneously to the manual ones. When selecting a save to load, you will see both automatic and manual ones.
The default save path in PC version of the game is as follows:
You can additionally create copies of this folder. This will enable you to return to a previous point and make different decisions without having to repeat the whole game.