I figured out my save issue.
My XBox never knows what date/time it is, it resets every time you turn it on. So it was playing the most recent date/time that it knew about as the auto play. But that would mean the longest period of time that I played in one sitting. So if I played two hours yesterday, but three hours the previous day, it would play from the end of the previous day and not yesterday.
Now that I know this, I can scroll through the "level" saves to find the name of the location I'm on. Problem solved!
Wow, I'm on Chapter 19 of 39 and I still haven't seen the Songbird aside from one brief cameo when I found Elizabeth! I expected him to be more integral to the story that way Big Daddies and Big Sisters were