According to Game Informer, Thief users have been reporting a quirky bug that caused save game deletions and/or save game file corruptions. At first the publication thought it was some queer April Fool's Day joke, but later Square Enix confirmed that the problem was real and that they were investigating.
By the time you read this story the problem will have worked itself out, because users claim that putting their computer's system date to April 2 seems to fix the issue - at least on Windows 7 machines. Windows 8, PS4, and Xbox One Thief players have no solution as of this writing.
"We're aware of an issue that seems to be affecting some Thief players, preventing them from completing some levels,” a Square Enix representative told Game Informer. “We're taking this very seriously – as a first step we're reading as many reports of the issue as possible, working to replicate it internally, so that we can understand what's causing it. We're sorry for any disruption to your game today, and we'll update you as soon as we have more information."
We'll have more on this story as it develops.
Source: Game Informer