Is your R4 card up-to-date?
Is not an R4 so far, but it's updated, I don't think is a matter of the card.
I have been getting a bunch of reports with saving not working properly. I'm not updating this atm, for now, all I can suggest is turning autosaving off and seeing if that helps. When autosaving is off, your save data will be backed up to the SD card when you select the "exit" option.
As for save states, they should be working fine, except for one bug where when you select a border, the save states are stored in the wrong directory. This should be fixed in my latest build link, but if you need to work around this, you can just exit & reload the rom after opening it.
Will try that and report asap, thanks :=)