My Aloe Vera has been blooming every year for several years. right now I have six tall stems with more starting. How do I save the seed? By the time the blooms dry and start falling off, I can't find any seed.
I have other aloes. I don't save the seed, but have seed capsules almost every year starting about now. What I would anticipate is a chambered capsule that will persist when the blossoms gradually wither and drop away. Then you would let that fleshy capsule dry on the plant until it's ready to open naturally another month or so later. Most blossoms on my dozen or so aloes do not set seed, and I have not tried dusting the flowers to spread the pollen. Out of several dozen tiny flowers on a single plant, I might have two to ten seed capsules. Good luck.
You may be lacking a pollenizer (another Aloe clone) and a pollinator (a humming bird in my case) before seed cases can form.