The first two are options of what to save. The third, Select filename and save snapshot, is where the file is saved. So what I recommend doing first is selecting that, then changing directories to /home/pi. Enter a filename called snapshot. Then back out of the menu and you should be able to take a quick save snapshot.
Exit the program at this point, and with SSH, go into the file system and move /home/pi/snapshot.vsf to /opt/retropie/supplementary/emulationstation.
This sets the quicksave file in the default emulator folder which seems to be the case for Vice to start up in. You now should be able to start the emulator and quick save and quick load without error.