After a whole evening of attempts, i did it: i have macOS, but i think it will work on Windows too just by adapting the folders path.
I noticed that - once iI tried one time to start the season 2 and to recover (unsuccessfully) first season's saves - the new season (2) created a new folder named "The Walking Dead 2" in a completely new position: the folder Documents\Telltale GamesDocuments\Telltale Games
(on macOS).
So i went to -Library\Application Support\TellTale Games\TheWalkingDead-Library\Application Support\TellTale Games\TheWalkingDead
and copied the whole folder "TheWalkingDead", pasting it in Documents\Telltale GamesDocuments\Telltale Games
. Then I changed the name of the folder "TheWalkingDead" in "The Walking Dead".
The last thing I did was to re-name the last save file from season 1: in my case it was "save_69.save" and iI renamed it "saveslot1.bundle".