I was using Frontier Elite and Knightmare - in both instances none of the discs are write protected, as the Amiga prompts me that they are write protected and both times I tried to save it was on a formatted blank disc - the Amiga will format and delete absolutely fine.
It was on the standard DFO floppy, no whd load is installed (my Amiga is a standard 1200 3.0 with no modifications to it) and no HD is involved. The discs were original and i tried to save on blank standard floppies both times. I also tried it with a backup of Frontier and I have the same issue as with the original game.
I've also managed to load up old save games from 20 years ago and they load fine - just won't save.
Since I made this post, I have tried another original game Premier Manager 2 and that has the same issue. As before, to save I was using formatted blank floppies that are non write protected and the same issue occurs. If you save the game, it makes out like it's been saved and when you re-load the floppy that you have saved the game onto back in, the save game you have just made has gone.