Well, if I remember correctly, the only real way to "save" a multiplayer game (it is not technically saving but it does the same thing) is to have it crash some way or another. When a multiplayer game crashes, a file is created somewhere to restore the game where it crashed when you boot up another multiplayer game with the same players. However I don't remember if you have to copy this file or anything, it's been a really long time since I did this, but basically when the game crashes, your game is "saved" from this backup file and once you select players to join in the multiplayer menu, a checkbox appears to make you start where the crash occured. However, once this game starts, your worshippers won't be worshipping you anymore in the temple and your current mana will be gone if I remember correctly, you have to raise the totems again to make them worship you again. One way to make a mp game crash on purpose is to overload it some way or another, and that I don't know how, some people surely knows more precisely how to make it happen, I just vaguely remember how it can happen. It can for sure, but it's kind of a hassle if you ask me.
Save game room in the Temple and QuickSave slots in that room does save the game, but loading it does not load a multiplayer game, it instead loads a single player skirmish game with the current progress of all players from when the save was made and replacing any other real players than you with standard AIs.