I found what cause the save issue. Seems if you open extra, movie, before click start button on title screen to start a game, you won't be able to save properly. I'll check the movie code now, but please don't play movie on extra screen before start any game. Thank you.
Edit:
Patch v1.6 is released
here.
Beware that you can't use your old save data.
If you want to keep your save data, don't update the file.
Just don't forget to restart the game after you open secretbook/movie from the extra menu, before starting any new game.
I'm sorry for the inconvenience. The new file (v1.6) is being uploaded now. I also reduce the file size to 157MB (installer)
Thank you.