Thank you for taking the time to report this issue to the Community, although I apologize that you have not yet received a response.
If you are still needing assistance with price histories not saving in in Quicken, please take a moment and review the information available here.
If the trouble persists, I would create a test file to see if the behavior persists there as well. This will indicate whether this issue is in the file or the Quicken application. A new file can be created under File > New Quicken File.
Let us know the results!