Red Dead Redemption 2 uses an automatic saving system. For the most part, when you complete story chapters and missions the game will save. It will also save when you visit the camp or when you progress through certain checkpoints in the game. If you want to save manually you can do so by visiting the options menu done by pressing the pause button.
This will bring up a menu in which you will select the “Story” option. This will give you the option to save your game manually, load a game save, exit the game, or start a new game.
Other ways to manually save are by visiting your bedroom at camp or your home base. Sleeping will restore your health, stamina and Dead Eye cores and bars and it will save your progress. Other ways to sleep include renting hotel rooms or setting up a mobile camp in the wilderness.
If you’ve found that something didn’t save, make sure you didn’t enter any Red Dead Redemption 2 Cheat Codes in the game. This will disable saving completely. Replaying any story missions in the game will also create a save point.