Progress not auto-saving - Correct method Exiting?

[LadyDidymus]

Hi there, new to this whole thing. I have just started playing (1-4) and after what felt like more than an hour i made it out of Gringotts into Diagon Ally and expected the game to autosave - well alas it did not and the slave Slot returns me back at the very start. Is there a correct way to exit the game to not lose progress? How can I check progress throughout? I am aware there are more autosave later in the game but Im puzzled why none of my progress to this point was autosaved. Any pointers much appreciated!

[Mr. Bufferlow]

The pub-where you can replay missions- seems to be a for sure save point. In Hogwarts, you can kind of see the save points because it load the next area.