UPDATE - Since we are getting nothing from Blizzard here I decided to contact Sony and see if the could offer anything. Here is the transcript. Please note that while Sony was helpful, this was the only explanation they could offer and pushed the issue as a Blizzard issue. They were correct in that their suggestion for a fix did NOT work.
As it stands, all fingers point to a broken product by Blizzard who seems to be remaining mum on the issue while Sony is doing their best to help players. Regardless, here is the transcipt so you do not waste your own time to do this as it does NOT remedy the error code and does NOT fix the issue.
Zach T.: Hi, my name is Zach T.. How may I help you?
Chris X: Zach, I recently purchased Diablo 3 and am experiencing an error code along with a considerable amount of the community and, honestly, Blizzard is not fixing it after 2 weeks and it needs to be remedied as, in essence, it is a wasted 60 dollars until it is
Zach T.: I am sorry to hear that you are having trouble with Diablo 3. How can I help you today?
Chris X: As I said, it needs to be fixed
Chris X: I am coming directly to PSN because your company is the ownership of the system and thus can dictate the remedy
Zach T.: As you are aware, this title is published by Blizzard Entertainment. While I can provide troubleshooting suggestions to help you resolve the issue, we simply do not have the ability to fix titles released by other publishers.
Chris X: The company of the system cannot press the publisher for a fix of a title that runs on their operating system?
Zach T.: I am technical support. I lack the ability to speak with developers about titles being reviewed for patches. I am sorry.
Chris X: The title is advertised as a Playstation 3 title meaning that PS purchased it to be used and now their customers are, in vast majority http://us.battle.net/d3/en/forum/topic/9882019484?page=1
complaining it is not working
Zach T.: I am sorry that the game is not working as you would like. As mentioned, I can provide troubleshooting to help you.
Chris X: Very well, if you are tech support, please tell me what error code 8002B406 refers to
Zach T.: Are you receiving that error code when playing the game?
Chris X: I will do the leg work myself as a paying customer of over, what, 10 years now to Playstation and longer for Blizzard
Chris X: Yes
Chris X: As well as a very large majority of others seem to be based on the Blizzard site
Chris X: that error is preventing the game from doing its intended work of saving progress and allowing progression, however, if you know a remedy, I am most certainly all ears
Zach T.: Once again, I am sorry that the game is not working as you would like. Please understand that this is a Blizzard title.
Chris X: well...eyes in this case
Chris X: Very well, what is error code 8002B406 then as that is a PSN error
Zach T.: While I do not have any specific information for that error code, I do have troubleshooting suggestions to help you.
Chris X: By all means
Zach T.: Do you have your system with you?
Chris X: Yes, I just turned it on
Zach T.: First, please delete the game data for the affected title. Navigate to Game > Game Data Utility and press X.
Once you have located the title, please press Triangle, then X to delete.
Chris X: done
Zach T.: Next, we will need to access Safe Mode. Please eject any disc that may be in the system and power the PS3 off.
Chris X: Done
Zach T.: With the PS3 off (power light should be red), touch and hold the Power button, you will hear the 1st beep indicating that the PS3 is powering on.
Continue to hold and after approximately 5 seconds you will hear a 2nd beep, and after about 5 more seconds you will hear 3rd beep, then the system will power off (Power light goes red). Release the power button.
Please let me know when you have held the power button until the power light returns to a solid red light.
Chris X: Done
Zach T.: Now, touch and hold the Power button, you will hear the 1st beep, again for PS3 power on.
Continue to hold and after approximately 5 seconds you will hear the 2nd beep for video reset. Continue to hold and after 5 seconds you will hear a quick double beep. At that point, release the power button.
Let me know when you have done so.
Chris X: done
Zach T.: If successful, you should see a screen asking you to connect the controller to the system.
Do you see this message?
Chris X: ya safe mode is up
Zach T.: Next, please select Option 3 (Restore File System). This will not delete any saved data but will search for files to repair. Please select ‘Yes’ and press ‘X’ to continue.
Let me know when the system begins the restoration process.
Chris X: The file system on the system storage is corrupted and will be restored
Chris X: click yes?
Zach T.: Please press X to continue.
Chris X: Restoring
Zach T.: Once the process has completed, the system will restart. Please let me know if you are able to return to the main menu.
Chris X: While this runs, quick question, why would this be corrupted out of curiousity?
Chris X: I actually take care of all my things so I am surprised any corruption is going on
Zach T.: It is difficult to determine an exact reason. It could be the hard drive, not properly powering off the console, the game itself.
Chris X: This is an original PS3 or thereabouts
Chris X: 40 percent atm
Chris X: I am going to take this entire conversation and paste it to the Blizzard site if you do not not mind (and it works) to help the other massive majority of players
Chris X: Restoration complete, title screen loading now
Zach T.: That is certainly your option. I would also also recommend reviewing the information located in the link below: http://us.battle.net/d3/en/forum/topic/9882019484
This will allow you to contact Blizzard about the issue with their title.
Chris X: Blizzard has been surprisingly lazy over the past year and has not done anything to fix this as of yet so I do not trust them as I used to, thus I come to the company I do trust in PS
Chris X: Ok I am back at the screen to pick my user to log in
Zach T.: At this time, you will need to download and install the game update. If the issue persists, you would need to contact Blizzard for additional help.
Zach T.: Blizzard Entertainment can be reached by phone at 1-800-592-5499 or online at https://us.battle.net/support/en/
Chris X: Ok, for my own knowledge, what exactly did we just do and why do you feel it will help?
Chris X: Was the corruption a possible issue with the save issue?
Zach T.: I am sorry. It is simply not possible to locate an exact cause for corruption. It can be caused by a great many things
Ok, so there you have it. We now know (you're welcome Blizzard) it is NOT a system issue with the PS3 as the system was restored and yet, still the problem persists. Your tech support members can donate to me their salary as I just did this for them while they move on to their next coffee spill cleanup to fix this game that we paid 60 dollars for nothing, nada, nil, zip. You basically took our money and we got not a single thing in return. How do you plan to remedy that? Seriously, in any other customer/seller relation if this happened there would be either a refund and a major apology or a fix and, still, an apology. What are we getting? Silence......
This is atrocious business practice and is nothing like the Blizzard that has been excellent for over a decade up and until about a year or so ago. Fix this issue as we aren't talking about novelty BS here but we are talking about wasted monies by consumers.