Hi, by any chance do you have more than two installations of LFS on your computer? For example, if you have two - you might be saving your setups in one and running the lfs.exe of the other; explaining why the setup(s) does not appear in the garage... Its been known to happen.
If you have named the set(s) correctly and saved them in LFS/data/setups, the only other thing I can think of is you have either viewing the garage of another car or haven't scrolled down the list of setups to see the one you just saved - but that does not seem too likely.