I don't usually play games in dev for too long times. Although I like to shortly play them from time to time to check the progresses made with the most recent updates. So my answers might not be accurate. But I'll tell you from what I know.
* Does the game allow your characters to create scrolls and wands (or other items)?
I don't think it has yet been implemented. However, crafting is starting to get introduced in the game in the latest updates, and crafting weapons and armors is now possible, so creation of scrolls/potions/wands might be included in the future.
* Are psionics implemented?
Not AFAIK. The dev hasn't given any signs that point towards that possibility in the future, but who knows...

That actually seems like good design, as it significantly reduces the chance that the player's only save (or only recent save) will be in an unwinnable situation. With this sort of system, one can make sure that inn saves are softlock proof whie still having a save anywhere option. Basically, the inn saves take the role of safe saves that you can go back to if something goes wrong.

(Also worth noting: If you somehow manage to do something that makes the dungeon unwinnable, the inn save doesn't need to save that data, so this helps guard against certain softlocks that would be the result of poor programming. Not saying anything about the programming quality of that game, but it is still good to have a fail-safe even if the game doesn't seem to have any bugs.)

There's also certain types of modern platformers. I am thinking of what could be called kaizo platformers (like VVVVVV, Super Meat Boy, and Celeste) that require lots of precision and one hit is death, as well as troll platformers like Syoban Action which punish you harshly (typically with a funny death) for doing reasonable things. Another interesting characteristic of kaizo platformers is that respawns are quick; when you die, it might be less than a second before you can get back into the action; even recent kaizo mario hacks have implemented quick respawn after death.

It's a hard fit within your rules and probably not the game you want to know about, but Minecraft does pass the test :D

Diablo 2 has procedural generation of maps (mostly), a single player character and isn't first person.
Been so long since I played it that I dont know if it meets the save requirement (it doesn't have permadeath though if you play it normally)

Torchlight
Barony
Eldritch (maybe)
No Man's Sky (3rd person)
Hellgate: London (3rd person)
FATE
Starbound
Minecraft
Terraria

Any of these work? your requirements are stiff....

Several folks have mentioned Minecraft, and I would also agree that it fits your criteria as long as you're playing the single-player mode and not on a public server. Although Minecraft is definitely an acquired taste. I could never really get into it -- it was way too open-ended for me. My kids tried teaching me. All I got was that I start by making a wooden axe... and eventually I'm supposed to kill an Ender Dragon... and somewhere in the middle I can breed chickens. So I set up a private server for them, then went back to playing Diablo (which, by the way, also meets all your criteria).

Regarding Minecraft, I recommend playing the Java Edition and using a modpack which tracks progress using some kind of quest book. It makes for a much more interesting experience than Vanilla Minecraft. Most modpacks contain a bunch of quality-of-life mods which makes the base gameplay a lot more enjoyable. They also usually bring a lot more content to the table. You are still able to do whatever you like, but following a quest book brings a lot more purpose to the game, as well as force you to explore various mods for the added content and new gameplay mechanics they offer.

Vanilla Minecraft is fine for a while, but as an adult I find that the modded experience is much more interesting as well as endlessly renewable, as long as the modding scene is still active.

Modded Minecraft can be extremely taxing on your hardware though, so keep that in mind.

FTL or Slay the Spire may fit. They're likely the peak of that genre.

Both do "limit" your saving ability, but you can save/quit and pick up whenever you need to. Slay actually lets you save your game seed and replay on that seed if you want to, as well.

What you are describing are pretty much roguelikes that let you turn off permadeath.

Have a look at Tales of Maj'Eyal and its DLCs.

As I said, at least one I've tried, Tangledeep, doesn't actualy qualify, because the game stil auto-saves and doesn't let you manually save or backup your saves in-game, even on Adventurer mode.

Also, Nethack is similar; Explore mode allows you to say no to death, but still doesn't allow returning to a previous state, and while Wizard mode (the game's debug mode) does, doing so has a tendence to make the dungeon collapse (the game's way of giving up and crashing), and there's no way to prevent such death.

Probably won't fit all your criteria, but Don't Starve and Dwarf Fortress' Adventurer Mode come to mind.