@stumcbill
The only two things I can think of are
Drive is full
File permissions issue
#1 is easy enough to check, #2 shouldn't be an issue as long as your USB drive is using the FAT32 file system.
When you say you manually save, if you mean through the game's normal save feature, you could try using a save state as an alternative. If a save state worked then it likely would mean that none of the above applies and it is something else.