How can I force the game to save my progress?

The game will automatically save when you enter or exit a garage. To be safe regularly enter or exit a garage to prevent lost progress like this incident. I believe the game also automatically saves when you complete events.

Open-world activities like collecting markers, performing stunt jumps, or challenging races to one-on-ones do not trigger the autosave. If you spent a long time retrieving collectibles or performing other activities it is possible to lose your progress, as you did, if the game shuts down suddenly.