I'm trying to understand why the heck you like making your lives harder!! You are doing all these "tricks" for the sake of 1 minute job! Forget about compatibility, partitions, rebooting etc etc and especially McDonalds they hurt stomach The problem with RE2 is that it cannot read from a sub-directory on the hard disk i.e, C:\Capcom\Resident Evil 2, it can only read from first level folders i.e C:\Resident Evil 2. That's why you cannot load a thing.
So here is the "procedure" of making your saved files appearing on the load screen:
Btw, you can either install the game or just play it directly from the CD it doesn't affect anything. So, click on the exe file and then on "SAVE GAME FOLDER", and create a new folder under the C and call it "Resident Evil 2" (C:\Resident Evil 2). Make sure to select that folder as your save destination and click OK and then exit. NOW PLAY THE DAMN GAME!!!!