I have save issues too. I've played the first level on the U64 board using a real EF3 cartridge, in normal difficulty. REU is disabled in the U64 menu. But nothing was saved after level 1. Any hints?
Not sure about that. I have tried multiple EF carts to test and they all worked, but on a real c64.
Also save has been reported to work on the U64 but with the emulated EF.
I'll try to investigate the issue sourcing a similar configuration and I'll keep you posted.
In the meantime have you tried emulating the ef with the U64?