I agree, there should have been a warning when starting the demo that saves were disabled. The save/load options should also be in the main menu (however they are in the full game) either greyed out with a 'disabled' mouseover, or clickable with a 'disabled' dialog.
Hopefully Larian is working on the hanging cutscene problem as QA is finishing up with the patch, and can follow up quickly with a fix. I got the impression this problem was much less sever in the German version; someone complained that they had to go back to playing the German version with hacked text rather than the English release.
