The Save List is a feature of 11.5.
It "may" also be available on some builds of 11.0 as I had it on one of my devices while on a build immediately prior to the 11.5 update.
You will likely need to wait until 11.5 is rolled out to your device or perhaps a subsequent build to your particular Roku device if already on 11.5.
It is kind of confusing sometimes with Roku updates. Just because you receive an update (ie. 11.5) that does not mean you will get all the features immediately. By receiving the 11.5 update, that sometimes just means that your device is now "capable" of receiving these features (again, may come in a future build - ie. 11.5 build 4235-xx).
You can find out what OS your device is currently using by going to Settings/System/About.
By some content, I mean that not all channels/apps yet support the *button shortcut to "Add to Save List". This update is moving toward a more universal/global Save List that has been requested by users that will allow you to save content (movies/shows, etc) from within multiple channels/apps and have them all in one place. (the Save List located in What to Watch).
Prior to this update, only content available in the Roku Channel was able to be added to the Save List. For other channels/apps, you had to actually go to your desired channel/app and see if they had their own Save List and maybe a Queued/Save for Later/Continue Watching section or something similar.
Each channel developer is responsible for the design, maintenance, and operation of their channel/app. As such, they may/may not participate in this "Save List" feature or may not have yet updated their channel/app to support this latest feature. Thus, "some content" may not be able to be added with the *button shortcut, but should still be able to be added to Save List using the Search Menu from your Roku device's Home Screen menu.
Roku Community Streaming Expert
Just another Roku user... I am not a Roku employee.
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