Sadly, at this point savestate management is quite poor. There is no way to overwrite a savestate from a selected slot, and the Save States->Save State menu is disabled in newer versions because it wasn't working well. Still, there are a few techniques:
- To delete every savestate except for the one you want to keep, load the current state, delete all savestates and savestate back.
- Rename the .SGS file as .ZIP and manage your savestates like it was a real archive.
- Just so you know, up to 15 savestate slots are available. The older ones are then overwritten.
Either deal with these tips, or wait before Lino releases new versions.