Checkpoint64 has a preset for Hearts of Iron IV: it already knows where the save folder is, backs it up automatically and keeps every version. Everything this site has on Hearts of Iron IV:
Hearts of Iron IV
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Save file location
Windows:
%USERPROFILE%\Documents\Paradox Interactive\Hearts of Iron IV\save games
macOS:~/Documents/Paradox Interactive/Hearts of Iron IV/save games
Linux:~/.local/share/Paradox Interactive/Hearts of Iron IV/save games -
Sharing with friends
How to share your Hearts of Iron IV world with friends, from playing live to taking turns when the host is offline.