When you save a script style, you are copying the style in the script to either one of the standard script settings or writing them to a style file. In other words, you do not edit or create a style by itself. You edit the style in a script and then save that style.
If you wish to edit a style, create a new script, load the style in that empty script, edit the settings, and then save them.
To save a script, select Tools, Save Script Style. This lets you select which setting to save this style as.
The first four choices are the four standard styles. Select one of these and that standard will be set to the script’s style’s settings.
The next choice is File. This will bring up a dialog box that allows you to save the script’s style to a file. Select an existing file or type in a new file and press Enter and that style will be save to the file.