I've been there and I fear that there is not much to be done. I had this problem once and the only thing that helped was only saving in ports or leaving my laptop hibernating if I had to leave the game while the boat was still at sea.
You could try searching the forum for a thread that discusses the effect of file indexing and read-only attributes on save game files. For me the save game problem was solved after I changed the read-only attributes and took indexing off from the save game files (and actually all of SH3 as well, IIRC).
At least some other people have tried this solution as well but as far as I know unfortunately with little luck. Good luck to you, if you decide to try taking indexing off and changing the attributes. Otherwise, not being able to save at sea is sometimes good too - not having a decent save game forced me to learn some much-needed cautiousness in playing.