The strategy guide states that when in the native village one must go back to Euro to save the game. A closer save point is located in the Native Village. It is in the upper right corner of the village in an alley beside a hut.
Tips
When saving the slaves in the mine, go to the corner of the map, where the wind blows your hair. use young will's phyco dash to break the wall, the man inside will give you 3 gems for the effort.