I’m not sure what you mean by “saving” the assignment, because in these notebooks, as you run through the cells, your work is usually saved automatically.
What is more important here is clicking the “Submit Assignment” button at the top right after completing the notebook. Could you please send us a screenshot of the submission output or any error message you received when trying to submit? That would help us better understand what went wrong.
I wonder if that firewall had also blocked the save? Here is one instance. You may not be using Azure but if one firewall can block it, then why can’t another? Could you try it again in a different network and not using any VPN (so you won’t be blocked by any VPN’s firewall)?