Sometimes I find it handy to make changes to some objects while the game is running, but when you hit stop it reverts back. Is there a way to save the changes?
me too! I always thought this would be a good idea… at least being able to save the scene somehow! but I think you simply aren’t allowed to save the scene while the game is running 
They’ve been discussing this feature for a long time, it will probably be implemented at some point in the future. Just don’t think they haven’t thought of that before! 