savez() save data in a zip file, It may take some time to zip & unzip the file. You can use save() & load() function:
f = file("tmp.bin","wb")
np.save(f,a)
np.save(f,b)
np.save(f,c)
f.close()
f = file("tmp.bin","rb")
aa = np.load(f)
bb = np.load(f)
cc = np.load(f)
f.close()
To save multiple arrays in one file, you just need to open the file first, and then save or load the arrays in sequence.