Me too. I was trying to save the configuration without success. To achieve this, try what I did, maybe it will solve.
In Firefox open Tools, Options, General tab.
Enter on homepage: https://duckduckgo.com
On the Privacy tab locate the Exceptions box, and once inside, add the address: duckduckgo.com and hit allow.
Make sure you have checked the box: accept cookies.
Now enter in the box: Show Cookies, and delete them all.
Now select (check) the box: Clear history when Firefox closes
In the configuration box, next. Be sure to uncheck the boxes of cookies and site preferences to avoid being deleted.
Now go to the settings page DuckDuckGo, and then reset.
Reconfigure DuckDuckGo page to your liking, and make a save and exit. Forget the Cloud.
In Firefox, return back to Tools, Options, Privacy. Once there, turn off the box to accept cookies.
The settings should not be deleted now, and you have more control over cookies, through the Exceptions box.
(Add here the most common or important pages for you to avoid problems.)
Remember that some cleaning programs like CCleaner, addons controlling cookies and some antivirus can remove these stored cookies. Check the settings of these programs.
I'm not sure if that was what solved my problem. I hope you have luck like me and ... happy Ducking.