In case you are worried your game progress data is not transferred to the Cloud storage correctly and would like to create a backup of your save files - here is where they are located by default:
<Steam folder>/userdata/<user id>/534380/remote/out/
Steam Folder
- 64-bit Windows: %PROGRAMFILES(X86)%\Steam
User-id
The user id or profile name
For Epic Games, the save file directory is:
%userprofile%\Documents\dying light 2\out\storage