i think the theme is installed wrong. WordPres can’t save a menu when the theme folder name is to long. For example: if the theme folder is called “xy-a-stunning-wordpress-theme”, then it make’s trouble. Unfortunately it happens often when you install a theme via an hosting provider.
If you want, you can send us the link to your WordPress installation and your login information, then we can take a look at it (its free).
Thank you again for the purchase!