Is there a way to make a coin save that it had been collected?

Create a Blueprint Class extended from GameInstance. There add a variable to your collected coins (GameInstance remains even if you change levels)
On the actor that fires the event when the coin is grabbed (probably your character), add a GetGameInstance and cast it to your custom GameInstance to access the variable you just created and set it to its current value plus one.

Every time you need to access that variable you will need to cast to your GameInstance class, if the casting has to be done many times, then you might want to do the casting in the BeginPlay event and store the GameInstance reference to use later.

CloudApp — Not Found

If you want the value to remain after exiting the game, it has to be done with the SaveGame class, explained here is the setup of how to save and load a variable with the SaveGame class > https://docs.unrealengine.com/latest/INT/Gameplay/SaveGame/Blueprints/index.html