C:\Program Files (x86)\Steam\steamapps\common\Bloodstained Curse of the Moon 2

There's a save file for each slot.
bscotm2gd00.bin is Slot 1 "Game Data"
bscotm2gd01.bin is Slot 2 "Game Data"
bscotm2gd02.bin is Slot 3 "Game Data"
etc... all the way up to 32:
bscotm2gd31.bin is Slot 32 "Game Data"
bscotm2sd.bin is Overall Profile "Save Data" (Mode unlocks are stored here)

You could also get links to your Steam Cloud saves below(may require closing the game to update these):
https://gtm.you1.cn/storesteam/account/remotestorageapp/?appid=1257360
It may be possible to share the download links as well.

COTM2 does not appear to have the same save corruption quirk that COTM1 had, which is good. More info on that in the bottom of COTM1's guide if you're curious: https://www.speedrun.com/bscotm/guide/yox4p