how do I save the progress in Shadow of the Collosus??

[konnichiwa]

Like some say, you can save at the shrines (I have done that once in whole the game) and it automatically save after every collusus.

If you health is low just run away from the colussus to a place where he can't hit ya and you will see that your health goes up...your health also goes up when you are close to him but that is maybe not so wise =p;