Problems with saving to external USB Flash Storage
From your problem description your filesysyem might be damaged.
Check this with Disk Utility &gt; verify.

If Disk Utility does report any error

then fix them.

Next run verify many times (10 is what I use) on your USB key.

If errors appear,

then your USB is aging and start to behave
badly when heating,
in this case: change it;

else problem fixed.