Sometimes Luna Paint has trouble saving. This is due to a bug with Luna Paint, and there isn't a fix at this time.
We recommend trying an alternative image editor such as Pinta.
You can get it directly from their site:https://www.pinta-project.com/
If Pinta still gives you trouble, then you can try alternatives. On Windows, we recommend either Paint.net or GIMP. On Mac, we recommend Paintbrush or GIMP.
Paint.net can be found here: https://github.com/paintdotnet/release/releases/
Paintbrush can be found here: https://paintbrush.sourceforge.io/downloads/
GIMP can be found here: https://www.gimp.org/
If you are still having trouble, reach out to support