Hey Pinguino! Thanks so much for reaching out. Let's get those questions answered:
SOS auto-saves at specific story points, generally after the completion of an episode. The initial design was that episodes were meant to be cleared in one shot. SOS is very much a game of mastering a small-ish chunk of content to crack open a chunk of new content. The goal's not so much to progress through an episode incrementally via frequent checkpoints, but to keep failing until you can crush the entire episode in 20 minutes.
If we redid the game today we'd add a more modern checkpoint system for sure. We may or may not have our hands full already at the moment, though...
Regarding exiting the game, press and hold the ESC key for a few seconds and the game will close.
We definitely want to revisit SOS some day in the future - and we're listening to every bit of feedback we get from all of you for when that time comes!
Oops, we got a bit ramble-y there. Thanks for supporting us, hope you'll look forward to what we're cooking up next.