Hello, packwood, and welcome to the kennels.
You've presented some interesting questions. I recall only seeing a couple of posts about Windows 11 such as, https://www.forum.puppylinux.com/viewt ... 157#p57157 which, however, I don't think relevant to your situation. I don't recall any posts about doing an install to a USB-Key using Yumi. I'll run a psearch, https://rockedge.org/psearch/ in a minute to try to find some. It's rather difficult to figure out what Yumi did wrong when you don't know what it supposed to have done.
On a USB-Key you're supposed to be using PupMode 13. But you're right. With a Save already having been created, there should be a 'Save' icon on the desktop. Guessing, perhaps when creating grub.cfg Yumi didn't include that argument. You can edit grub.cfg manually to include it. Just open grub.cfg in a text editor and on the 'linux' line write something like:
linux /fossa64/vmlinuz psubdir=/fossa64 pmedia=usbflash pfix=fsck
If no one else has any useful ideas and all else fails, you might try rufus 3.17 to deploy fossapup64 to a USB-Key. See this post for specific instructions, https://www.forum.puppylinux.com/viewto ... 522#p40522, particularly concerning the creation of a Save.
Edit: psearch revealed several posts about yumi, but none seemed relevant. But I've had a second thought about how to get you from where you are to where you want to be. That is, if you have a 2nd USB-Key.
Puppys tools for installing Puppy are, as you might expect, better than generic tools.
If you have a 2nd Key, you can do the following running Fossapup64 from your 1st Key.
Use Menu>Setup>gparted to create two partitions on the 2nd Key. The first, small (<200 Mbs), formatted Fat32 with the 'boot flag' checked. The 2nd formatted Linux Ext3.
Mount the 2nd, Linux Ext3 formatted, partition by left-clicking it, Right-Click an empty space, select New>Directory from the pop-up menu and give it an appropriate name, e.g. fossa64. Leave that window open.
Left-Click the USB-Key you booted and look for the following files:
initrd.gz, vmlinuz, puppy_fossapup64_9.5.sfs, adrv_fossapup64_9.5.sfs, fdrv_fossapup64_9.5.sfs and zdrv_fossapup64_9.5.sfs. Left-PRESS, hold, then drag each into the 'fossa64' folder on the other USB-Key.
If not already present (on the setup sub-menu) install grub2config from here, https://www.forum.puppylinux.com/viewto ... 703#p29703. Run it, selecting the 1st partition on your 'new' USB-Key as the location for its install. It should find your frugal install on the 2nd partition.
After you boot up this new deployment you can (if you want) copy over the Save from the 1st USB-Key. Copying a Save while its in use can generate errors. But, frankly, I'd start from scratch to avoid carrying over whatever problem you had with the first USB-Key.