As for saves, unless you're storing saves to cloud storage via Steam (I don't do Steam, so I'm not sure how it works), they should all be from the same location. Just in case, you might want to check all of the "old" locations from before the TFH expansion. First, the original location was a Saved Games folder in the HOI3 folder. The second location would be in a Saved Games folder in the tfh sub-folder within the HOI3 folder. The third and current location, as I mentioned earlier, is in a Saved Games folder within the tfh folder which in turn is inside your HOI3 folder (possibly within a Paradox folder) within your Documents folder. If it's a Steam setup, then that may add another layer of folders, and you'll need to ask a Steam user for further details.
If you've got a lot of small trades with Belgium, the Netherlands, etc., to boost Relations, then it's not unusual for them to drift toward you once France is gone. In a couple of GER campaigns, I went through the Maginot Line without declaring war on the low countries, in one game declaring war on YUG instead of POL, which meant that about a week later the UK declared war on GER, raising their own Threat level. In one game, the low countries remained as trading partners throughout the war. In another, however, Belgium began drifting back the other way and joined the Allies right before the Soviet Union collapsed....not a brilliant move. Keep a handful of divisions nearby in case that happens, and to put down the inevitable occasional revolt in France.