Im new to this, and im not sure what this engine is capable of. According to some video quite alot, but there arent many videos out there, so before i begin, here are some questions which are very important to my game idea

1. Can you program interactable npcs, which can give you quests?
2. Map- is it possible to have a room acting as a map, so when player presses a letter, eg “M”, that said room will open up with an image, giving a player some idea, where he/she is?
3. Vehicles or other transport which player can interact with/use
   Thats plenty for now, thanks

In principle everything is possible but you should be familiar with programming and scripting.

I cant find my saved game tqwo seconds after i saved it.

1. Yes.
2. Yes.
3. Yes.

Some of these may take some creativity, but I c an say from personal experience that ALL this is possible.

Can you program interactable npcs, which can give you quests?

Yes. You can make an object display any message you want when the player interacts with it. The difference between an NPC and any other object is just which commands work on it, and what text is displayed to the player.

If you want NPCs to do more complex things, like move around on their own, there are libraries to help you (or you can write the code yourself, as long as you can describe what you want them to do)

is it possible to have a room acting as a map

Yes, but it seems a rather bizarre thing to do. It's much easier to display a map without moving the player to a different room. Especially if you use the built-in map system to draw the map.

Vehicles or other transport which player can interact with/use

Yes. Vehicles are just another object, and it's entirely up to you how they react when the player interacts with them. It might need a little coding, but nothing too complex.

The reason im looking at this engine, i want to tell a fairly complex story with some player choices. Some basic crafting and inventory management. I have looked at other engines that require no coding or little coding but they either offer little support or are limited in what they can do. Out of them all Game maker is probably the best because of huge community and support.
This engine i feel like is a good start to learn coding. With drop down menus, i have a better understanding of what variables, integers etc mean and do.
Im an artist so i really want incorporate images into this to help with story telling.

"Some basic crafting and inventory management. " - Entirely possible.
"Im an artist so i really want incorporate images into this to help with story telling." - You can do this, too. One of the code blocks is to show a picture.