I think it will not save if your phone is not rooted this is happening to me if i am using proxy even you save it and after you close and open again it will back to normal again your network settings will turn to default every time you close it..
I don't know if this will work but this is always happening in android even other apps if its not rooted ..
I recommend to download kingroot apk in playstore and try again.. and update here if its working or not..
Just to add to this, there are some issues with rooting your phone, two main ones are:
• It voids the warrenty if you root your phone.
• It could make you/your phone more vulnerable to attacks and any software you download will have a greater amount of access to the phone with fewer permissions needed.
But if you're certain you have to root this and use tor then this is your only option. Unless you want to get a VPN which would work more securely also as that can be done without rooting.