Unless there's an another ep after, everyone pretty much thought that this week's ep was the last. I'm starting to think that ANN was right and it actually has 24 episodes.
Edit: The official site has only 22 eps listed - http://www.kyotoanimation.co.jp/kotenbu/story/22/. Guess it's the last then.
I actually liked ep 21, sure it was a filler but it had some character development/background for a change. I liked the part when Chitanda and Ibara were in the chocolate shop, a funny reaction from Chitanda. Guess we'll see next week how they'll wrap it up (unless there's episode 23...). PV just shows Oreki on a bike so there's not much to go on.
Then it's not a save file, it's a config file. Most games keep the "seen" text and cg/scenes in the config files, along with settings. I don't have the game downloaded so I can't check it out, but that config file must be somewhere.
Well, if the save is not in the game folder or in the documents, then search for it in Users/Appdata. If you can load it then at least you know that it's created somewhere.
Reviving the ancient thread with some info - Tsukasa Fushimi to End Oreimo Light Novels at 12 Volumes - Interest - Anime News Network
This may actually be good news for the anime, since they could possibly animate it to the ending of vol 12. The 2nd season can't end with vol 11 because of various reasons and maybe they'll make OVA episodes to finish up the novels.
If you copy all the files and add those stings to the registry (which you already did) then there's no need to install the game. It should work fine like that unless it's corrupted, but you said you've downloaded it from 2 sources so it's not that. What happens when you copy all the files and try to run it like that from the folder?
Try to mount it with Daemon Tools instead of the software you're using right now and try installing it like that. Also, you're supposed to copy all the game files to the folder since you're getting stuck really early in the installation and not many files actually copy there. If you still can't get it to work like that, then the most likely problem is that the file is just corrupted.
When the game installs properly without the error, at the end of the installation it adds these 4 strings. They tell the game info about the script. When you just copy the files from the disc these are missing so you're getting the error, since the game doesn't know the version of the script.