Have you checked if the savegame is in the folder? With and without levels-option.
Which OS do you use? And in which folder do you write? I mean, is it in the program folder? or anywhere else? Because of rights.
What kind of level has the game?
You can try to make a simple level with wed and start it instead of your level and try to save it with your script. I think it will work, because I don't see a problem with the lines you have posted.
Without subtracting SV_LEVELS from SV_ALL, no savegame shows up in the folder. With subtracting SV_LEVELS from SV_ALL, a savegame does show up in the folder.
I use Windows 7, 32 bit.
I am not specifying which folder to write the save_game to. The savegame file shows up in the same folder as my main script file and other SED files used.
What do you mean by "kind of level"? I have multiple WED files associated with this game, to save memory. If the player walks into a door in a particular room for instance (door using EVENT_IMPACT), a new WED file will be loaded to represent the area on the other side of the door.