It can be tricky to construct the string needed, from a combination of text and numerics. I would recommend a few things here.
The most important one is to not use eval. Instead, use sprintf to create the required strings for the filename and/or any variables you want to save, and then put those strings into the save command itself.
Second, my advice would be to always display the string itself to the command line, so that you can see what it looks like. In your case, it looks like this:
pathdatasave = (['E:\abc\try' num2str(try_num) '\']);
savestring = ['save([pathdatasave loc_vel_thresh' num2str(thresh) '_pln' num2str(pln_num) '_try' num2str(try_num) ...
'_between two planes x1=' num2str(Xl) '-x2=' num2str(Xr)...
'_myfile.mat],x_end_pln' num2str(pln_num) '_try' num2str(try_num) ');' ]
Notice how the displayed string is using the literal string 'pathdatasave' instead of the actual string you wanted to swap in? I think that is the main technical issue.
So, using a simpler example case, I would do something like
filename = sprintf('E:\\abc\\try%d\\',try_num)
filename = 'E:\abc\try1\'
varname = sprintf('blah_pln%d',pln_num)
and then just save directly without using eval:
