@Ren939
No problem about the late reply.
Thanks for the information, this helps.
RPG Maker MV exports games as a stand-alone program so you shouldn't need any other programs in order to play them.
Any of the other RPG types such as "RPGVXAce, RPGVX" you'll definitely need to download the players to run them correctly.
Now regarding the issue that you're having issues with when you try to save RPGMV games :
RPGMV games act really weird when you try and run them from several subfolders.
"IE : Downloads/Newfolder/Newfolder/Newfolder/etc"
The first thing I'd suggest doing is moving the game folder to your desktop and running it from there.
"Run the game from your desktop, save, close the game and open it again. See if your saves are there"
The second thing I'd suggest is to check what AV you're using "Anti Virus".
Programs such as : Macafee and Nortans tend to block/remove saves made by RPGMV games as they get confused and believe it's a threat.
I hope this helps, please let me know if this fixes your issue so we can mark this thread as solved.