Ammo is unlimited. It is a good thing too as the hordes of Genestealers just keep coming. The real challenge comes in the form of when to reload your weapon or to use a different attack type.
There are no manual saves for the single-player campaign. Your progress is saved at checkpoints which include activation of the Psygate. In a way, the Psygate activation can be used as a manual save, but there are only a limited number of activations available for each chapter of the campaign. Only your last 9 saves can be reloaded. Your progress is also saved at the end of each chapter.