In the "Project Settings..." I can check "Save all files before external
application start".

I prefer to run external applications from "Tool Panel | Favourites | Tools"
because I use most of them in multiple projects or even independent of any
In this case, only the *current* file is saved when I start the
application. I would like to have the option to save all files.

I think to remember that it actually worked that way in previous versions

PSPad freeware editor

Odpovedet emailem