For this sentence, "保存をお忘れなくですぞ！” I am guessing the word "naku" is a suffix meaning not? So then it'd be saying, "do not forget to save!"? And is the "o" before "wasure" there to make it more polite?
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お忘れなく means 忘れずに or 忘れないで, don't forget. It's the negative form of an honorific form of 忘れる. Here is the definition of お/ご～ある/ない in the dictionary:
Normally, you don't put です after なく, and ですぞ sounds somewhat archaic.
I presume ending every sentence with ですぞ is the speaker's idiosyncrasy.