You've got the basic idea. They are all synonyms for "not counting ~".
The minor differences in connotation (to the extent anyone notices) mostly derive from etymology and frequency: what's the original language of the word? what's the base meaning of the verb or noun they come from? and how often do people use it in this sense?
In general, the latinate and uncommon words sound more formal, so “except” sounds less folksy than “besides” (they’re both common but one is latinate) and “save” feels more formal, since (a) it’s so uncommon in this sense that even native speakers (like Mr Bassford above) forget it can be used this way and (b) because this use follows its medieval appearance as an ablative absolute in Latin.
- “Except” is the most common, followed by “other than;”
- “apart from” and “besides” are a little folskier than “except for” and used about as often; in this particular case, “besides” is now more often used in negative constructions (“Besides the first 235 pages, I haven’t gotten any work done on the book”);
- in this case, you probably wouldn’t go with “except” since its sense flows better following the general status (“the book is done except [for] the last paragraph”); the other three are all better for what’s going on here, which is foregrounding the exception rather than the general status;
- “excluding,” “excepting,” and “barring” are both less common and—because of the suffix—more active, implying (esp. with the forceful “barring”) that an active measure is being taken to exclude something; “barring” is usually more specific than these other synonyms: people use it to mean they’re specifically excluding some possibility from consideration;
- the variants of “save” are less common still, feel more formal, and have the connotation that something is specifically being set aside for mention, consideration, use, &c. at a later time; they also have a related and still more formal (but mostly outdated) sense of “without prejudice to” or “with due regard for” that you see when talking about people’s dignity, honour, &c. The OED also thinks using “saving” in this sense is mildly Scottish.
In this specific case,
- Apart from and other than both sound fine.
- Except is a little awkward because it much more often follows the general status. You could rephrase to “the book is finished except the last paragraph,” which highlights the nearly complete state of the work. Except for works a little better leading the sentence, but suffers similarly, if less acutely.
- Save and saving are a little awkward because they’re so seldomly used this way; people’s first thought will be that you’re giving them an order to save the last paragraph for some unknown purpose. It works a little better if you use for or only, but it’s still archaic enough to come off as being pretentious.
- Besides is a little awkward being used with a positive statement, which usually switches it over to its related sense of “also,” “in addition to.” You can use this way, but it’s a bit jarring.
- Barring doesn’t work at all. You’re not going to take specific action to exclude the last paragraph. You could rephrase to, “barring an act of God, I’ll have the book to you by Wednesday. I just need to decide on a final paragraph.” Excluding and excepting suffer similarly, if less forcefully. It’d be more natural to express those ideas conditionally: “If you exclude the last paragraph, the book’s already finished.”
