ANSWER

Yes you can save on Staunton Island. You can find the safe house on that island, but it is kinda hard and sort of easy. Its near the Candy Suxxx Movie Advertisement Bilboard. I have found it lots of times and when you (have found the hide-out) save and remember what file (or what # you saved in) when you turn on the Playstation 2 and select the file or what # you saved in and you will be in Staunton Island.

Sincerely,
Dragonslayer3131 =)