Ok, if I understand your OP correctly, you've never been able to save characters, so I'm going to list the steps here.
1. Create your custom character. It sounds like you understand this part.
2. Store your custom character. This adds it to the in-game menu, but doesn't create a permanent save; but is necessary for one.
3. Fill in any red squares with the file paths to the mods.
4. Save the customchar.sdt file. This can save all your characters, or you can divide them by series etc. This is what you load to retrieve your custom characters.
If these are the steps you're following and it's not saving,
Anonymous said:
it's probably a problem on your end, like with your Flash Settings.