The Save Sage is bearded old man who saves Shantae's progress. He wears green. In Shantae he had a hut in every town, and appeared in the wild as a living stone statue. In Shantae: Risky's Revenge and Shantae and the Pirate's Curse he appears in a save store, in the wild and in dungeons as the same green-clad geezer.
It may well be that there are dozens of Save Sages, as they have been described in plural form by NPCs in Risky's Revenge. In addition, the Save Sage in the Zombie Caravan is not human like the others, but a zombie. He still recognizes Shantae, greeting her with the standard "Hello Shantae! Would you like to save your progress?" It could be, however, that the Sequin Land denizens are just as clueless about the Save Sage's apparent ubiquity powers as Shantae, therefore believing there are many of them.
In Shantae: Half-Genie Hero, there is a Save Sage in Scuttle Town Square. A Save Sage also appears every time you go to a new area of a world, asking if you want to save.
In Shantae and the Seven Sirens, Save Sages are found in all three towns, and scattered around various parts of the island, including the inside of labyrinths. A Save Sage also appears every time you defeat the boss of a labyrinth.