save- to prevent from danger, avoid it... rescue- to set free from danger, or something different that may hurt someone or something you're trying to rescue. Well, there is a lot of differences between them, but you've got to post the sentence...
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In my experience you can identify these general rules as verbs:
Rescue: it is done by intentional effort by people (and possibly a few other species like dogs and dolphins) in an already existing situation, disaster, danger. It is not a preventative action.
Save: Although it can be used in the above meaning, and this is the verb I would use to describe when the saving happens