That would be a neat feature indeed, saving a battle setup - preferably after the battle - when you begin it, you don´t know whether it´s going to be a good or boring one.
Sadly, there´s no such thing and RTW hasn´t even got the "save Playback" for campaign battles

I´m not sure, but you can save on the prebattle screen, as far as I know. Is that the quicksave or can you name that savegame (I can´t remember to have ever used that function)?