Could anyone explain how the save system works? Is there only 1 manual save location, and the rest are just checkpoints?

Also what are the Ex and Heroic modes?

I assume the survival modes are just endless waves of enemies?

No, you have unlimited manual saving slots.

Ex mode enable you to restart the games with all the upgrades/money of your previous run.

Heroic mode is the hardest level where you play without checkpoints and the abilities to save during the level, if you get killed you have to start it over.

But when I click "Save" I don't get to choose a save slot. The game just gets saved automatically. Then when I click Load, I just see the one slot, plus the autosave ones.

That's kind of crappy. Plus quickloading even same level takes a bit of time.

Anyway, I'll wait a bit for someone to confirm/deny this, and if nobody answers in a day or 2 I'll mark your post as solution.