That game is so amazing! When I first turned the camera I was mind blown and happy like a little child lol. Love everything about it, the awesome idea, the cute sprites, the crunchy music, the length of the game and the difficulty. 10/10 Game, nothing I can complain about.
It is possible to create a standalone game with an exe file that can be executed anywhere. But it is not recommended to use it since it's not guaranteed to work when shared to other computers. Only the installers are stable enough to be shared.
If you still want to do it read the last bullet point about standalone executables in the "readme" file under Test & Build.
It will be possible in the future to create installers for the desktop variants and (specifically for Mac) sign with your apple developer id. I'm currently working on this.
It is indeed possible to save games. Try e.g. BubbleFrog which is preloaded. It saves automatically after each level and when you continue, you'll be in the correct level.
Considering the .sav file: it might be possible to export them in the future, if this is a requested feature. But it's unclear if those files will work in other emulators.
The visuals and the music really fit the theme of a futuristic Vampire Game. I also really liked the gameplay: it reminds me of a biker scene in battletoads double dragon although it sets the focus more on combat and not so much on just jumping which I liked very much. I also find it fitting that the intro has no music but some small sound effects would've been good here. Looks and feels really good to play for a GBA game and I am definitely going to play this as a game for in between.
