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As Matthias mentions, golems use different mechanics than most creatures, because of their constructed nature. I'm inclined to agree that the low saves are a deliberate weak point balancing out other strengths.
The "too many feats" issue is because you have exceeded the number of feats granted by the creature's hit dice. Just like a PC, they get one feat every other hit die. You can add extra racial hit dice by going to the Classes tab, clicking "add class levels or hit dice" and then picking "Additional hit dice" instead of a class.
However, if all you really want is to boost the golem's saves, the most straightforward way to do it is using an adjustment. Click Adjust, then in the "Other Adjustments" area click "Add an Adjustment." Find "Saving Throw Bonus" in the list of adjustments and add it to the creature. Then use the first drop-down box to pick the save type (e.g., Fortitude), and set the second one to a type of bonus. In this case it sounds like "untyped" is probably the type you want. Finally, set the amount of the bonus in the upper right corner of the adjustment, and there you go.
You can use adjustments this way to arbitrarily increase or decrease basically any stats. Be aware that it's possible to go overboard and make something too hard (or too easy). GM fiat is powerful.
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