You’d think this would be simple to find out, but whenever I search on here, I get posts about II/III/IV and not the original. I can see there is no menu option to save, but is there maybe a hotkey that does it? Or is there really no save in multiplayer? 
No, not in Age1.
Damn. I would never have bought it if I’d known 
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Would have been just too modern and good for this game.