Games are not saving

[ShepherdXC]

When you turn the system off, do you exit back to the main menu first?  Or do you save in the game and then just hold the POWER button?

Since the games you are playing are on an emulated system, when you "SAVE" in the game, that is just saving to the emulator's internal memory.  It may not be actually writing a file at that time.  When you exit the emulator (back to the main menu), it should write all the data to the file.

I wasn't exiting to the menu, so yes that was the issue. Thank you for your help!