I know Layer Section / Galactic Attack doesn't either. Yo these Taito ports can't catch a break. Anyone wanna report on Gekirindan and Metal Black too?
Galactic Attack does save your top high scores. They're in that table that appears if you leave the start screen on for long enough. I think it saves your top seven scores, if I remember right.
However, the other two US-released Saturn shmups, Darius Gaiden and In the Hunt, don't support saving. Most Saturn shmups do save, but we were somewhat unlucky and got two of the few ones that don't...
It's easy enough to tell if a game saves if you look at the Japanese game case backs -- that yellow box in the bottom corner tells you all that info. Here's a relevant list I made years ago on exactly this subject:
Yellow-Box Dot Color Codes
Blue -- Number of Players -- All games have this, with a number between 1 and 12, for the number of player supported.
Red -- Genre -- Yes, each games' genre is listed in the info box. All games have this.
Purple -- Backup Save (ie the game supports saving) -- Games that have saving have this. Games that don't save to the system or backup RAM card won't, so a game with password-only save, for example, would not have this -- it only refers to actual save files.
Green -- Accessories Supported -- this category will list the System Link Cable, 3D Controller ("Multi Controller", it's called in Japan), Mission Stick, Arcade Racer, Mouse, Keyboard, Virtua Gun, and such. There is no listing for the standard controller, since all games support it. If alternate controllers or accessories are supported, they are listed here. Each accessory gets a separate green-dot listing, so games that support multiple accessories will have several of them.
Yellow -- ?? I'm not sure what this one means. Hopefully someone can answer this question, what does the yellow dot line mean? Or is there not actually a yellow one, they're just faded green dots?
Black -- Black -- Multiple Discs? But some with it seem to be one disc games... maybe those are games that also come with a soundtrack disc, a demo disc for another game, and such. It says "CD-ROM something".
Saving in Saturn Shmups
Notes: Games are Japanese-only releases unless noted with a (JE) or (JUE) to note the other regions. Games are listed by their US or Japanese release name; other region titles are in (parenthesis). Games are in alphabetical order within each list.
Saving
--
Blast Wind
Batsugun
Battle Garegga
Capcom Generation 1
Capcom Generation 3
Capcom Generation 4
Bokan to Ippatsu! Doronbo Kanpekihen
Cotton 2
Cotton Boomerang
Darius II (JE)
Detana Twinbee Yahho! Deluxe Pack
DonPachi
DoDonPachi
Dezaemon 2
Galactic Attack (JEU) (Layer Section/GunLock)
Game Tengoku - The Game Paradise
Gokujou Parodius Da! Deluxe Pack (JE) (Parodius)
Gradius Deluxe Pack
Guardian Force
Gunbird
Hyper 3D Taisen Battle Gebockers
Hyper Duel
Keio Flying Squadron 2 (mostly a platformer) (JE) (Keio Yugekitai 2)
Jikkyou Oshaberi Parodius: Forever with Me
Kyuukyoku Tiger II Plus
Layer Section II
Macross: Do You Remember Love
Planet Joker
Radiant Silvergun
Sega Ages: Fantasy Zone
Salamander Gold Pack Plus
Sengoku Blade
Sexy Parodius
Shienryu
Shippuu Mahou Daisakusen
Skull Fang
Sol Divide
Sonic Wings Special
Soukyugurentai
Soukyugurentai Otokuyo
Steam Hearts
Terra Cresta 3D
Strikers 1945
Strikers 1945 II
Thunder Force Gold Pack 2
Thunder Force V
Tsuukai!! Slot Shooting
Twinkle Star Sprites (has black symbol)
Wolf Fang: Koukiba 2001 SS
No Saving
--
Choaniki: Kyuukyoku Muteki Ginga Saikyou Otoko
Darius Gaiden (JEU)
Gekirindan
Gun Frontier (has black symbol)
In the Hunt (JEU) (Kaitei Taisensou: In the Hunt )
Konami Antiques MSX Collection Ultra Pack
Prikura Daisakusen (has black symbol)
Thunder Force Gold Pack 1