I had the same saving issue "unable to save into slot ..."; additionally I couldn't save my settings from the preference menu. The solution with manually creating the save folder works. Now I can save both my settings and save game.
This is embarrassing, it is clear that the install package is missing this simple instruction. Before buying this game I installed, let's say, an "evaluation version"

from the internet. Let me tell you, that install package worked like a dream.
Anyway, thanks a lot for this wonderful and simple solution. I hope that one of the developers will find and correct this issue.