Hey, 'sup!
I've been able to reproduce and resolve the saving issue. I've just pushed an update that should resolve it (that's not something that was intended, and something that wasn't happening in the full version).
The game being heavy is something that I'm also working on - this update should also make it lighter on RAM usage, and tweaking the render resolution should also help if your graphics card is the issue. If the effects are the issue, though, I could make them more customizeable. I still have a couple of ideas to optimize things to make it run better.
As for the crashing on full-screen, that's unusual, and I don't see anything that might cause that, and I'm not able to reproduce it on my dev machine - can you post your crash.log file? It should be in the same directory as the game.
Thanks for playing so far!