Even though I don't plan on playing with this character seriously, I thought I would mess around with him in training mode. I went to the costume select and I only had the default and Regime costumes. You do unlock the Godfall costume by beating story mode, right?..
Sounds like it didn't save I can use mine and yesterday I beat the classic battle mode and it didnt save it and I had to do it again so it could be a bug
Happened to me, too. I "unlocked" it, but couldn't use it. Then I went to Story mode again, won the final fight and "unlocked" it a second time, but it became unlocked for real that time.