This exact same thing happened to me with my N800 and N810, thankfully I've finally solved it. It's not an issue with powersave it's something to do with DHCP and the router assigning IPs.

I've found that if I assign the N800/810 a static IP (within the correct range, I've put it so it's outside what my router will assign. i.e. 192.168.3.5, and set the router ip range to 192.268.3.10-255 etc.) it connects fine and stays connected!

Anyway, I hope this helps you, this drove me mad for weeks.