I actually still have my Gadgett Trial on the HDD. I'm not entirely sure how your folders look, but originally the folder with save states was simply called "save" and it's located within the game's main folder (as in: "X:\...\KumasanTeam\GADGETT\save"):
I finished Gadgett Trial as well and luckily, I used to save on every mission. I can upload you a working save state file; it won't entirely fix your problem, but you might see whether it accepts overwriting. Grab it here. Just pick any of the files (each of them corresponds to a mission in numerical order, I'm only missing saves from mission 3, 7 and , place them in the "save" folder and check if that helps.
