It doesn't save during mission. You have to abandon or end a mission and the games saves every time you do something in the base.
I did plenty in the base I took over the industrial factory on the lower left part of the map and had fully crafted a watchtower, library, medical area, and a garden. and there were times where I had no mission and the only way points were survey points. I'll do a more controlled play here in a little where i advance a little then I will try to do as you suggest and abandon a mission. Lastly much to my annoyance I'm using Windows 8.0 and I just remembered I had to give batman: Arkham Orgins Administrator rights under the compatibility options to get it to save the menu settings which I'm also having problem with State of Decay's menu showing the saving icon but then when I reboot the game it's back to the lower eye candy so I'm going to go try the compatibility method right now and see if that helps.
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