Cloud saving can be a helpful convenience for Xbox Live Gold members that take advantage of it. However, Mass Effect fans are advised not to use the feature. Electronic Arts notes that Xbox 360 gamers who intend to import Commander Shepard into Mass Effect 3 via a completed save file from Mass Effect 2 had best do so directly from the hard drive of the console on which they completed the series' second chapter. Apparently, trying to import a Mass Effect 2 end-game save via Xbox 360 cloud storage won't work.
"We are currently aware of an issue that may prevent Xbox 360 users from importing their completed Mass Effect 2 save game files into Mass Effect 3," begins the official post on the Electronic Arts website. The announcement explains that the importation of Mass Effect 2 end-game saves into Mass Effect 3 via Xbox 360 cloud storage isn't supported. The publisher notes that similar incompatibility issues arise when Mass Effect 2 save files are imported "to a console other than the one where they originated."
The easiest way to make sure your own personal Shepard makes a safe transition is to get the original save file back onto the hard drive of the console on which you initially played through Mass Effect 2.
If you've moved your Mass Effect 2 save file to another console via Xbox 360 cloud storage, you'll need to migrate it back to the original console (via the cloud). If you still want to move the saved-game file to another Xbox 360, you should be able to do so using "a memory card, Xbox 360 formatted USB stick, or the Official Xbox 360 HDD transfer cable."
Things get a bit less hopeful if you've moved your Mass Effect 2 save to the cloud, and are no longer in possession of the Xbox 360 on which you originally created the save. Electronic Arts offers this advice to those unfortunate souls who might be prone to exploring other workarounds:
"While it's possible that one might be able to reload a non-original save game near the end of Mass Effect 2 to "re-finish" the game to populate a new endgame save, we unfortunately cannot guarantee that this will work with certainty. Lastly, you may also experience importing issues if you've downloaded or used custom Mass Effect 2 saves, or have edited your own save using a community-created program."
"We understand this may be a great setback to those impacted who have been following the Mass Effect franchise over the years. We thank you for your patience," the announcement sympathetically concludes. As polite and forthcoming as the announcement is, it's worth noting that EA isn't guaranteeing any solutions to the cloud storage import problem, at this time.