Perhaps you can’t help it, but it looks very messy with lines all over the place, perhaps you are Italian and love spaghetti? 
Jokes aside, you can’t save / store dynamically downloaded materials. I can’t fully see how your materials are setup, so I assume that may not be the issue here.
Which materials wont save, as you said some will save? Also, are you sure a save game slot has been created and it may be the root issue for why it wont save the data?