Open Ubisoft Connect, go to Settings, and uncheck "Enable Cloud Save Synchronization." If you skip this, Ubisoft will overwrite your new file with your old cloud data.
A specific bug in Sequence 4 freezes the game when you board a train. Fix: Fast travel to a different district, manually save, then return on foot. This resets the train’s spawning logic.
If you are using a version of the game that uses the CODEX crack, the save file location is entirely different. It will be located in your user's AppData folder: