On macOS Tahoe 26.0.1, Pages v14.4 will autosave documents after that documents initial manual save to a proper document name. You know it is autosaving because there is no black dot that remains inside the red icon of the document title bar. Pages is designed to save to your local drive, iCloud Drive, or an external physically attached drive with read/write permissions. It will even save to a mounted volume from my Synology DiskStation. By default, it cannot save to a Windows NTFS formatted drive.
If you are attempting to save to a non-Apple cloud service such as Microsoft's OneDrive, Dropbox, or Google Drive, you are on your own…
I have absolutely no issues creating, writing, or saving Pages v14.4 documents on macOS Tahoe to those locations above that I mentioned were compatible. Confirm that you are using Pages v14.4 or later with Tahoe. If not, visit the Mac App Store and update it.
If you are running any anti-virus software, so-called Mac "cleaning" applications, or other incompatible software, that may have a bearing on Pages, if not the operating system itself, behavior.