Is there any way of saving the sent messages?

Yes, there is, use:

The Information System My mail New mail

If you check “Save copy of message in Sent Mail folder” before sending your message, it will be saved for later use.

1 An option allowing you to save sent mail.

Tip: HintThere may be a delay between sending the letter and saving the copy to the Outbox. This is because the copy of the letter will not be saved until the IS MU mail server has been able to deliver it to another mail server.