"save as" from toolbar with MacVim

OK, normally I'd use :sav – but when I want to save from hard drive to
USB stick, and as an occasional Mac user, I'm a long way from sure
about how to navigate.

So, I go to the cuddly, friendly toolbar and select Save as from the
menu. Nothing happens, except that MacVim stops responding. Am I doing
something wrong? is this known behaviour? is there a workaround?

Thanks in advance for any tips.

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