The original Darksiders (non-Warmastered) uses a different folder; make sure you're looking for the "Warmastered" one. If the folder is missing, launch the game once and create a save first.
The save file location for Darksiders Warmastered Edition varies depending on the platform you are using. On PC, the game typically stores data in the following directories: PC Save Locations darksiders warmastered edition save file location