I'm using the version of Unofficial Expansion that's in "hebo545.zip", or version 3.75EX Full Package. Whenever I try to save a replay, it doesn't show up when I select Replay from the main menu. After the game ends, I pick a slot, and it says "Saved", but no matter what, when I go to the replay list, it says there's no replay data. The replays worked fine when I was using the version from "hebo504.zip". Also, I think there was something about having to use a different compatibility mode if you run Heboris in Windows XP, but I'm not 100% sure which mode it is, or if it even was Heboris. Changing the compatibility mode didn't fix the replays for 3.75 either.
Make a folder called "Replay" in your Heboris directory. The latest versions forget to do that for you.
Glad to help. Feel free to ask questions. We all run into them at one time or another so it's better to make the solution known.