Did Sauron have his great Ring while in Númenor? How did he save it then, while in spirit form?
He ... fell into the abyss. But Sauron was not of mortal flesh, and though he was robbed now of that shape in which he had wrought so great an evil, so that he could never again appear fair to the eyes of Men, yet his spirit arose out of the deep and passed as a shadow and a black wind over the sea, and came back to Middle-earth and to Mordor that was his home. There he took up again his great Ring in Barad-dur...
So it appears that the ring was left in Barad-dur. But since he was planning to be brought in captivity to Númenor, why not bring along his precious (!) Ring, both as an aid in the corruption of the Númenoreans and to avoid that someone took it while unguarded?
Note that in a comment to a previous Silmarillion related question of mine it was stated that he had the great ring on the island but I cannot recall it being mentioned and it seems against the text that I quoted....
PS: This question has the obvious counterpart in the LotR, regarding another Maia which dies and comes back. But in that case it is possible to invoke with good reason the intervention of Eru: this is less plausible in Sauron's case.