Cursed disk.
................
Kidding of course.
Hm.. Sounds strange indeed. It might have autosaved on the last playthrough. Though you can look at the data save and the timestamp on it to confirm it. Though you deleted it and I'm sure you did look at it. Pretty hard to miss. Perhaps installing it on the hard drive might work. If you already have it installed on the hard drive, I would suggest a fresh clean install. And if that doesn't work...
Disk may be damaged from the overheating. However I have gotten the red ring of death, overheating, and many other issues on my 360. I always wait about 5-10 minutes and then start it back up with no issues whatsoever. It's also not installed on my harddrive and it reads it clean on the disk. I'm still scratching my head on how my 360 survived his long due to the many... MANY hours of gameplay punishment I've done on that thing.
Which leads me to another idea. Might be the console itself or the disk reader. I am by no means an expert by this stuff, I'm just tossing out ideas.
So try the install or fresh install, clean the disk of course, and start off fresh. If that doesn't work, might be the disk itself or the console. That's all I can say.
Or... y'know. Could be that one thing I mentioned. Could be cursed.
Or it could be mad that you didn't like your spouse lol Then again many skyrim players have restarted because they were less than satisfied with their spouse choice. I think I did once too to be honest.
Hope I helped in some shape or form!
Sorry this happened to you though
best of luck to you!