You do nothing wrong, it's the game sadly. You have to click many time on a character on the list for have a chance to replace it, for see if is working click on the random bouton, if the name on the liste change it's gonna save you modification.
Try to export the character when you can so if the game crash you don't lose your characters...
I mean if i look at the image after i save my character, he doesn't look like what i create, doesn't have the right name, etc...
It's even worst on the character who will be part of your school because when you have tried to choose certain clothes, i get an error and nothing is save. So when i try to reload my save (the one where my character doesn't have the right name, etc.... ), it doesn't feel like it's my save but a random school with different student in it.
I admit that after spend more than one hour in it, i gave up. Maybe i will find the courage to redo everything in one go and finish the creation until i can finally save, but i'm not even sure it will work. It's a bid sad because some gameplay look promising. I guess i will stay on some other game like master of raana or Hentai high school + for getting something similar.