I hit save before I shut the song - all changes are saving by this, but that groove track not.. What to do?

It works here as expected. Are you sure the song is not saving the Groove Track? Maybe it is, but the Track header is just not displaying it -- right-click on a Track header and make sure Groove Track view option is checked. If that's not it, then I don't know what might be wrong on your setup..

For quality song, is it must to match all other tracks with groove track?

There's no need to use a Groove Track -- it's a convenience for some, not a requirement.