For the RetroPie menu - check if you have a retropiemenu folder under the retropie-mount folder on the USB. If you don't, then re-install the retropiemenu package from the core packages section in the RetroPie setup script. Make sure you have your USB plugged-in.

For the 2nd problem - you'll have to be more specific: what does in game configurations can’t be saved ? The emulator configurations are not saved on the ROM folders.