There’s no option to save my game in the menu…
Borderlands games all use an autosave system. Fast travel stations, map transitions, and respawn stations will all trigger an updated save when you pass near them (you should see the vault symbol spinning in the corner of your screen when this happens). The game will also save when you select “Quit”. If past games are an indication, certain inventory, store, and QuickChange station choices will also trigger a save.
Make sure you never force-quit the game unless you intentionally do not want your save to update.
Would argue against force quits from how finicky the save files are. Always run the chance to corrupt it.
That’s why I’ve been making backup copies of my save files on external drives for years. If/when a save file corruption occurs, I just reload from my last good save file backup. Given the glitches that both BL2 and The Pre-Sequel shipped with, that could straight up DELETE your game save, game save backups became a must in my book.
Me 2, learned the hard way myself