Just a quick question, can you save your progress as you go?

There's only checkpoint saving, and only in between levels (and, as the game's roguelike-inspired, this save gets wiped when you die). Basically, how often the game saves depends on how quickly you rush through the levels. :P

How can you get the xbox controller working with this, as keyboard isnt great, and cant even remap " pick up object"

So, no keymapping and obnoxious af screen shaking.
Just leaving this here to remind me to not bother next time this is on sale.

I didn't reply to OP's last post because I don't have a controller, and so couldn't help them with most of their problem. But they're wrong about not being able to remap "pick up object" (which is actually just called "interact", as it's a general-purpose key). Kb&M controls are pretty much fully rebindable, and AFAICT, so are gamepad controls.
Oh, and there are there are 3 different settings for screen shake, one of which is "off".

The game has its faults, but lack of customization isn't really one of them. : )