It’s very likely that you encounter a server issue when you save your Theme Option value.
We cannot be sure what is the problem. It could be server offline or memory exhaust or internet connection dropped…
Please check your error log to see if there is anything recorded.
When you save your Theme Option values, please wait until you see the words “Options Updated” before you visit other admin page.
If it takes a very long time to see the words “Options Updated”, then this could indicate that your server’s resources is not enough to run this installation efficiently.
Under normal server condition, your settings will not be lost when you save.
I am sorry, you will have to re-enter your lost Theme Options value.