@rbaker I already tried with F7 + any key or ShiftF7 + any key, doesn't work, the sav folder, of corse, is present.
I start to think simply save state it is not supported by mame4all.
Last thing, i have some problem to write correctly in English so I do what I can, sometimes it's not enough, anyway before post this discussion, I assure you, i have tried alone for one week to solve the problem, i have read here and in whole internet lot of msgs but 99% of info was about normal mame (not mame4all) and in normal mame (that i use in my real arcade cabinet) works perfectly and in effect the tab menu (contrary to mame4all) has the two line load state and save state present.
At this point I ask the moderators to close this topic, 90% of topic is out of topic and doesn't help anyone sorry.