1) 'Ingame menu' - there is in fact TWO 'ingame menus' - the 'FULL' menu and the 'Simple' menu
The Full menu allows the 'Save' to work and the 'Simple' doesn't. Have you got both menus to use the same Key-Combo/Hotkeys by any chance ??
If you do then I'm guessing the 'Simple' menu is overridding the 'Full' menu
Select DS_Game then Press [Start] > System Settings > 'Full Hotkeys' &/or 'Simple Hotkeys'
Try changing one of then to something different & then use the Hotkeys for the 'Full'
(I use 'left'+'right'+'Start' for Full, and 'Left' + 'Right' + 'Select' for Simple)
EDIT: Just remembered - there are SOME games that can ONLY use the 'simple' menu regardless of the Hotkey setup, although I'm not sure which games they are (something about crashing the game IIRC)
What game(s) have you been trying
2) Clean mode is really a last resort for games that don't work in the normal 'patched' mode (I've yet to see one) - also in Clean mode you won't get the RTS options
To enable 'Clean' mode - Highlight the game in question & press [X], then change 'Mode' to 'clean'