I tried your game but the arrow keys don't work in game so I can't move :(
I can confirm that pressing escape brings up the menu with the save/close options does work. For me, the arrow key issue is that the character is always moving left. I can momentarily stop them by holding down the right arrow, but when I let go they start going left again. I can use the up/down arrows as intended. Let me know if I can provide any other info! I'm running the game on a Windows 10 machine if that helps the debug process.
*Update*
Plugging in an Xbox 360 controller has fixed movement for me. I know that's not available for everybody but more data for fixes!
late development from me, but i've recently learned about a 'stuck keys' problem that seems to be well attested in rm2k. someone (cherry, whose name i've known from rpg circles since the 00's) wrote a utility to reset them, so if you're still interested in playing the game and you're comfortable running .exe files off the internet, this might be your solution: https://cherryshare.at/f/7p0MHz