Awesome news everyone, I finally realized what is causing the save glitch in EXU2. I was testing a map online using Autoplay in the editor and I accidentally tried to save the map while I had a dedicated server on with Autoplay. Naturally the game didn't save the new version of Autoplay becuase the game was using that file and when I look at the log I saw "error moving Autoplay.tmp to Autoplay.unr" and then I realized that I saw something similar before. When the game doesn't save when playing EXU2 the log says "error moving Save.tmp to Save##.usa", so then I thought : what if the reason why the game can't save the game is because UT is still using the save file, preventing that file from being overwritten. After some experiment I realized that I was right, when I loaded a save file and then go to another map I couldn't delete the save file (that's not normal) so I concluded that something in the game is still referencing that save file, after a lot of trial and error I realized that the actor that was referencing the save file was RMusic_Player (yeah the actor that allows you to listen MP3 files in UT99), RMusic_Player has a variable called "RMusic_OldLevel" and that references the save file, when you load a save file and then go to another map RMusic_OldLevel references the save file, so when you try to save the game UT won't let you because the save file is still being referenced.
How to solve it:
-Load your EXU2 save file.
-Save the game before the map ends.
-Save the game at the beginning of the next map and test it if it works.
-If it doesn't work then go to the next map again and type "set RMusic_Player RMusic_OldLevel none" in the system console.
-Restart the map.
-Done
Somewhere in Nevada...
Skaarj Warrior
Skaarj Warlord