theres some weird save game bugs that have been floating about for the last few 31.xx versions though I havent yet hit them in 31.18. whats version are you running?
Sometimes after an auto or manual save my DF crashes out with a just-in-time debugger notification about an unhandled win32 exception. This happens after the save and doesnt corrupt the save but gets really annoying. As time goes on sooner or later this ends up happeneing like everytime i try to save on that particular world.
As far as I am aware theres no way to alter a previously existing world, if you want to keep your fort to have to live with the world it's on.
If your save question was related to why you cant make multiple backup saves in DF then this is because its a roguelike and is designed that way. If you want multiple backup points for loading saves when stuff goes wrong then you'll have to manually copy the files.
You cant remove megabeasts (or fbs) with any program as far as i know. its possible some of the hacking-based tools like runesmith allow this but that program in particular is currently outofdate and i know v little about it.
Tunneling down through air in a cavern is a little tricky. dwarves dont build downwards, you'll need to go around and sink a shaft through one of the cavern walls to reach its floor, from there you can happily build back up toward the roof using b,C,u/d/x