Auto save was originally in Hog3, but was removed a while ago (I don't remember exactly why, I think it was causing issues if you were programming while it was saving).
Whenever I've had to freeze DMX in the past, I've just unplugged the cable ;). I've never needed to do this live, except when changing showfiles mid-show, so this workaround suits me just fine. Of course, if your DP is at the other end of the venue, it's not so practical.