"The file doesn't save" implies that the file could save something, perhaps money, lives, or souls. It does not mean that the file can't be saved.
The same objection applies to the second sentence. What should the file be saving, money, dried flowers, lives, string? "The file isn't saving" sounds like the kind of jargon IT people use to confuse the laity about the mysteries of data processing. IT people like to imply that data has a will of its own.
The third sentence is perfectly good English.
LATE EDIT: In response to the issue about "save" as an intransitive verb, it is a peculiar intransitive verb in that an understood object is always implied. "Jesus saves" is understood to mean "Jesus saves souls." "She saved for vacation" means "she saved money for vacation." I do not like to argue about definitions, but defining "save" as an intransitive verb exalts form over substance: "save" does not demand an object only if the context makes clear what is the object to be saved.