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The game as a whole? I took the .zip version and extracted it yes. No save folder was made in that process.

As for the RAR extra file I had to grab, the one from earlier in this thread does not have a config.rpgsave file in it. I have now unpacked the RAR file and it contains global.rpgsave and a save for file 3

I can also confirm even after unpacking the RAR I still cannot save

An earlier thread in here said that you may have to make your own "save" file which is why I did that. Once I had unpacked it I did end up with a nested "save" folder, but I fixed that by moving things around