For 1-4: Put in C:/Users/<your username>/AppData/Roaming/WB Games/LEGO® Harry Potter™/SavedGames/Slot# and change the file extension to match the existing saves since it can't be compressed with certain characters in the name

For 5-7: Put in C:/Users/<your username>/AppData/Roaming/WB Games/Lego Harry Potter 2/SavedGames/Slot# no changes to the file name are necessary