Ok, I did that without installing Cleo or any mods, loaded one of the saved games, found the dossier, finished the mission, went to save the game and the save icon is now GONE in every safe house in the game! There is no way to save the game and continue.
I think what happened is at one point in the game (after a save) while using Cleo mods, it decided that I was cheating from one of the Cleo mods that I have been using and/or added during the course of the game , which one exactly? No idea.
So now I started the game from the beginning and using the following 4 Cleo mods only:
Save_anywhere
Teleport_to_marker
VCCam
Weapons Menu Mod
Plus the double wield all weapons mod dat file.
Will see what happens as the game progresses.
Again, thanks a lot for you guys who tried to help.