Some of the controls listed in-game don't seem to be accurate. The game says Y skips text when it's actually W, Pg Up doesn't get rid of your companion, and Pg Dwn doesn't bring you to the save menu. I haven't found what the correct keys are for the last two.
Oh, I apologize for that, I've been updating the controls over time and it seems I forgot to update the in-game controls list as well.
I'm testing and the Page Up key does work to stop your companion from following you, can you tell me on which map and at what point in the game you tried it? Maybe it's a bug.
I'm afraid the game no longer has a key to save your game at any time other than doing it from the pause menu because it was a more buggy feature.