Is it safe to delete 'sites/modules.sav'?
Yes, as far as Drupal is concerned, it's safe to delete that folder. Whether it's needed for something outside of Drupal I obviously couldn't say.

Drupal didn't put it there, and unless you've got a very abnormal setup (which you'd undoubtedly know about already), it's not going to be looking in that folder for any files.

It's probably a remnant of whatever automated method you used to update Drupal; if you'd done the upgrade manually that folder wouldn't have appeared.

To be sure, take a full backup, remove the folder on a dev version of the site, and run the usual tests you would after a normal upgrade. If those all pass, you'll know 100%.