Netplay how to save progress

[Hawks]

I am playing on the Dolphin Version 5.0-13178. Me and my friend played Netplay today and we just didn't find out how to save the game progress. I was able to save the progress to a save slot but once I tried to load this save slot it always told me that this wasn't able to load savestates while being in Netplay. I have tried everything but we don't get it how to save game data so we could play from the point we left Netplay the last time. I am closing the emulation by pressing escape then it ask me if I want to stop the current. Is this the right way to stop the emulation ?