You can toggle between full screen and bordered mode by pressing alt+enter.
What happens when you try pressing Save or Export in the settings menu? There was an issue recently on another user’s PC, and it turned out he tried to save to the Desktop, which required the program to be run in Admin mode. Try saving to a location which should be writable by the program at any time, usually other than the system drive. I’ll add some error messaging to this in the next patch though.