Which core are you using in Retroarch? I recommend Mesen or FCEUX, as those seem the most reliable from my testing. Any core that supports saving -should- work, but people have trouble sometimes with other emulators.
If any save location is going to give problems though it is that one. There is a lot of behind the scenes progress flags getting evaluated in that room, since it is a central area. I would save twice at that terminal to make sure it goes through.
I have considered doing a 3DSEN profile, but just haven't had the time to dig into learning to use it yet. May be a possibility in the future.
The Steam shortcut I have says MESEN. It seems like it's only a problem when you're just starting the game. After you beat the first boss, I think it works fine. If it helps, here: https://itch.io/t/934473/4-useful-and-reusable-scripts and https://itch.io/t/944388/jjs-jank-script-examples
Anyway, it's not a bad game. A bit shorter to others in the same genre that I've played, but it does a good job of capturing the game play of the Metroidvania genre. One other thing I'd suggest doing is looking at Steamgrid and creating some assets for those wanting to add the game as a Steam or GOG shortcut in those launchers.