On your first screenshot you Set a large struct variable, which is not a part of your SaveGame object. You need to set the struct, that is part of your SaveGame object in order for it to be saved.
On your second screenshot you use “Set members in…” node which is fine for this job, although you can also directly set it inside the struct variable by calling a “Set” node for it (it needs to be a variable inside the SaveGame object).