Yeah, Unity’s dealings with prefabs can sometimes be a little weird…
What I found works best is to first drag the prefab into the scene pane; It will instantiate on scene, then you can try using the prefab buttons at the top in the inspector (hopefully there will be one called “Disconnect”)… that should break the prefab connection with the scene object.
Then, in the project pane, right click and create a new empty prefab, and drag your modified object from the scene onto it. It will be saved as a prefab.
Should be the fastest way to duplicate-and-save prefabs
But yeah, there are some simple features that are sorely missing in that project pane… Mainly, Copy/Paste functions, or some other way to duplicate an asset, without having to do what I explained above.