If you are trying to find a way to manually save your progress, give up. What you have is an auto-save function where your progress is automatically saved in Diablo 4.
It actually works just as intended and you do not have to worry about losing any progression at all. This is because the auto-save feature pretty much saves your progress every step of the way.
How to auto-save works in Diablo 4
What most players are always worried about is losing their progress in an online-only game. Since Diablo 4 requires you to have an internet connection to connect to its Battle.net servers, your game is going to be constantly saved in real-time.
What that means is that you can keep playing without any worries about reaching any specific checkpoints. Your progress is going to be auto-saved every other second. You can safely exit the game at any point and you are to start from where you left off.
However, the Diablo 4 auto-save feature works a bit differently in dungeons. If you exit the game while inside a dungeon, either intentionally or unintentionally, you are going to lose all your dungeon progress.
The next time you log in, you are going to be standing outside the dungeon entrance. You then need to run the dungeon from scratch with all enemies respawned.
This working of the auto-save allows you to exploit the feature to reset dungeons in Diablo 4 and use it to farm Nightmare Dungeons.
Since the save happens in real-time, you don’t need to worry about any unsaved progress as it is all synced with your Battle.net ID.
