Save doesn't seem to work for me. After quitting or restarting the game there is no option to resume. After dying, the game enters a loop of the "Oh dear, it seems you have fallen..." dialog, and pressing the button just causes the music to restart and the same dialog to replay. The only way out is to close the game.
Graphics preferences are saved. The game does create a 'save' directory with 'Gearend-0.sav' and 'options.cfg' and the .sav file is re-written each time I use a save spot. No idea what the problem is.
I like this game a lot, and would like to get the full version if saving works. There are some other issues as well, but not as major. The game seems unusually system intensive with all effects on, and has crashed when switching to full-screen mode. I could easily live with this (and will provide more info if you'd like), but the ultra-hard-core no save mode seems more pressing. Too hardcore for me.
I'm running the Linux 64 demo on Mint 17.1 with a GeForce GTX 560 Ti card and 4 gigs of memory.