I tried on my localhost. It works properly for me.
the following is what I had done.
Theme Options -> Header -> Select a Header Layout
Select the fourth layout.
Please see screenshot. http://prntscr.com/7a9m1c
Theme Options -> Header -> Header Content Area For Header #4
Please see screenshot. http://prntscr.com/7a9pth
Theme Options -> Header -> Header Tagline
Enter a new Header Tagline, For this example, I written.. “Hey, I am a Tag Line!”
Please see screenshot. http://prntscr.com/7a9mg5
Click the Save All Changes button and View the result on site.
Please see screenshot. http://prntscr.com/7a9mxd
To test out your issue, I did another Click on Save All Changes button.
Nothing missing. The header layout and the tagline remains the same.
If this is not what you are referring to, or you are still experiencing issues.
Please kindly provide FTP and Admin access credentials via private reply.
(Click the Set as private reply check-box before submitting reply.)
I will take at look for you.