Hey folks, I have had some issues with this plugin also. I have been able to track it down to the "position" field associated with each redirect. Open up your database and take a look at the redirection_items table. Look specifically at the "position" column if you have more than one item in the same group with the same position this will cause the redirects to fail.
I think this is a bug with plugin. It occurs most often when a redirect is added to default group of redirects and then moved to another group.
For example say I have a group called "Blog Redirects" and there are ten redirects in that group. Those redirects will hold positions 0-9. Now if I have two items in the default group and I add a new one, the new one would be assigned a position of 2. If I then move the new redirect to the "Blog Redirects" group it still holds the position of 2 but that already exists in that group and now we have a conflict.