Sure, When you go to start a new Ironman game there's a tick box for cloud or not.On that note, is there a way to save Ironman games locally? If no, why not?
FYI here's a possible, but unofficial, way to recover your saves - IF you haven't started any other campaign since:

CK III - Ironman Game Progress Not Saving
Short summary of your issue Ironman Game Progress Not Saving Game Version 1.0.2 What OS are you playing on? Windows What platform are you using? Windows Store Do you have mods enabled? No Have you tried verifying your game files...