Finally, an answer to this question. Thanks to user: harold who helped answer the question for me. A summary of what I've found:
Set up a memory space in .data and align it on a 64-byte boundary. Then you can use the commands with that memory space. If you want to use the stack, you should be able to do so similarly ensuring that the stack is 64-byte aligned, but this way seems easier to me for this purpose.
eax: edx is used to set the flags of which registers you WANT to save, restore. This combined is 64-bits and is ANDed with an internal control which knows which registers you CAN save/restore (this allows processors that don't have ymm for example to ignore those registers) I find it easiest to just set all bits on and save / restore everything:
segment .data
align 64
regsave times 1024 dq 0
segment .text
mov rdx, 0xFFFFFFFFFFFFFFFF
mov rax, 0xFFFFFFFFFFFFFFFF
xsave [regsave]
vzeroall
mov rdx, 0xFFFFFFFFFFFFFFFF
mov rax, 0xFFFFFFFFFFFFFFFF
xrstor [regsave]