Very strange it works on Development builds but not Shipping builds… which Android SDK versions do you have for min, target, and which NDK and SDK versions do you build against?
Do you actually see the save game file on the device?
This option “Use ExternalFilesDir for UE4Game Files” is required by the way if you’re targeting SDK version greater than 23 (which will be required from Nov. on) and you want the saves to remain on app updates 