New Instal >> Error Cobalt configuration has not been saved in backend.

Hello Jim, it is mandatory to SAVE Cobalt's global configuraion once. Did you try this already?
Probably this information should be mentioned in the quickstart, because an error is confusing for new users.
(Although the message text says what the actual cause is...)

• In Backend go to Cobalt -> Configurations
• I would suggest to set the parameter Global Moderator (usually the SuperUser)
• hit Save & Close button
• continue with Quickstart...

Hope this helps.

Following Quick start (really does not make sense) but Step 2

If you need further help, don't hesitate to post your questions in the forum...