Do i have to do it all at once without closing the game or does the progress save already?
Viewing post in I would love ANY feedback on my first game
No I don't think so. Each option should have their own different outcome, whether you do it all at once or not.
I always followed this pattern when testing:
1st playthrough - Pick a gender, pick a move, get initial end dialogue
2nd playthrough - Pick other gender, pick other move, get second end dialogue (You don't have to pick new options to get the second end dialogue, you can do the same ones from the first playthrough if you want)
3rd playthrough - Try to restart the game from the home screen, get new dialogue