You know, it didn't occur to us until just recently that a lot of people would probably naturally gravitate towards the choice that would lead down Elena's path. Whoops! :P
As for not being able to save? I've not come across anyone with that issue yet. However, my suspicion is that you probably have the Windows version? And perhaps you unzipped it into a Windows 7/8/10 environment? If so, I'm betting that Windows made sure to keep the directories and files "read only"—which would prevent the game for writing any data (like a save game) to your disk. If that is the case, you may be able to get around the issue by changing the security properties of the Errant Heart directory to allow writing/modifying of files.
In any case, glad you've enjoyed the game thus far, and hope you enjoy the rest.