Xbox – transfer Mass Effect saved game files from the PC to the Xbox360

While I can't shed any light on how to troubleshoot your file transfer issues, I can shed some light on how Mass Effect 2 saves work (and this should be true across all platforms).

Every Mass Effect 2 save file has a "QuestCompletion" variable that can be one of three values. Gibbed's save editor has dubbed these, "Quest Incomplete", "Lived To Fight Again", and "Went Out in a Blaze of Glory".

There is no "mission complete" save generated by ME2 like there is in ME1. Instead, every save file has this variable in one of the three states. Presumably, only saves where Shepherd "Lived to Fight Again" will be viable to import, as Bioware has previously stated dead Commander Shepherds won't be importable into ME3. (And obviously, you can't import without beating the game).

If you import an ME2 character you automatically use the roleplaying mode (the one with combat and dialog choices), only if you create a new character do you get the choice in the beginning. The roleplaying mode is the one closest to how the previous Mass Effect games worked, so the game assumes that players that import a character would like to play that mode.