I have tried saving it from under File>Save Current, but the same result.
To check if it was saving, I moved 1 cow, saved(with the error) and closed it but the cow was in its original position when I opened once again.
All right, turns out that was the problem. Turns out in task manager there were 4 unreal editors running but not appearing on the screen. After I closed them, It started saving. Thanks a lot of your help and fast response.