Okay, it's 2.5 years late, as Escape from DIMANSION was my entry for AdvJam 2019, but I've finally implemented saving and loading in it.

One of the main reasons I hadn't done so before was that I wanted to include a thumbnail and my homegrown engine didn't support the required features for that.

It was actually quite a lot of work to get it right because I'm using DirectX 8 and the stuff I needed is a lot easier in DirectX 9 and later. I chose the hard way and retained DX8 compatibility. The game should even still run on Windows 98 or better, possibly even Windows 95, with DirectX 8 installed.