I had just tried directly from SE37 with BAPI_MATERIAL_SAVEDATA to add more valuation type views for an existing material. And it worked right away without error (actually in the second attempt as I had locked the record myself the first time because I was with MM02 in that material in a second session), except it did not update since there is no commit in this BAPI.
I had filled the previous month and previous year fields, but no more other fields than you already mentioned.
Are you certain that your material number is correct (leading zeros or no leading zeros in case of lexicographic),
I am still curious about the content of VPSTA and PSTAT from the existing material from MARA, PSTAT from MARC and MBEW.