Hey, I'm playing the mac OS port right now and it doesn't seem to let me save, at all. When I leave the options menu this shows up... I really want to play this game but my save data being erased every time I go to the main menu is incredibly discouraging.
seeing this after looking at your message on deviantart, I see how you added the save file.
When the game saves for the first time, it creates a save folder which it will keep the save file. But it must create this folder by itself when it saves for the first time as it contains files needed for proper running.