Software to allow saves to external drive when it's not present?
Maybe not in the form you want, but have you thought about using rsync via Terminal?

i.e., rsync –r /Users/you/Documents/ /your_network_mount/destination_folder/

Then either run it from the Terminal whenever you need to, or save the above as a .command, create an Automator workflow, and run the .command using "Do Shell Script". If you save the workflow as an Application, you can just double-click it and voilà.. instant directory syncing to your external drive at your fingertips.