You just have to keep trying, I know it's a pain but you'll get it eventually. I'm fairly certain there was a trick you could do if it was'nt working.
1.Make the 'save data corrupt' message appear on the game
2.Start the game and select the mii to create a save data
3.Open up homebrew then install steelhax
3.Exit out of homebrew (power off or reboot)
4.Go back into homebrew and install steelhax one more time (so you installed it twice in a row)
5.Finally open up the game and it should work.
It that doesnt work make sure that you:
-Have subwars steeldiver installed without any updates (you can remove updates from the settings menu)
-Have a save file started on the game
Good luck and keep trying! It took about 20ish attempts to make it work for me...
IMPORTANT: make sure you exit homebrew between the first and second time you install steelhax in a row.