Hi patricio1979,
ninjam chat is already saved within clipsort.log file since spring 2020 when it was added on my request
Open the clipsort.log file and you will find your chat messages timestamped (in terms of "intervals") in there (they asre tagged as "chat MSG").
EDIT: You can also manually select all text in a chat window (using Ctrl+A) and copy to clipboard (Ctrl+C) (note: right-click does not offer the select/copy/paste commands it this window), then paste to a text file.