I mean... LonaRPG have a lot of bugs but this more like usual game save files bug.
If you do not give access to files to your computer then it may not save progress.
This is also a very common problem if the path to the game folder contains symbols that your computer cannot read it.
There is a possibility that you have a root save file which it takes values for others save files... but I don't know for sure...
So... just try admin access or something else... try save you game in another folder the path to which only latin letters lead.
Sometimes it works but not a 100%.
I test it 9.0.0.0 ver and new 9.4.0.4 - there is no bug like yours.
This is why i think it's your computer files problem than game problem.