There is no way to save your progress from the final battle. The "to main menu" button is the only option after you beat it and when I go to the menu and press continue its always saved right before the battle. It says you get a lot of gold from these battles but it never gives you the chance to spend it. Its really annoying.
I really think that on the levels where you have to get a certain amount of skulls there should be a skull tracker or something. I've had countless times where I said, "How many skulls am I actually getting? Then I'll know (If I don't get it the first time) what I should shoot for the next time. + if you think this might be useful.