Curve won't save in Equalization, just a straight line

It’s working for me… I just followed the instructions and re-named “unnamed”. A new “unnamed” showed-up so I could have made more custom curves. I closed Audacity and when I re-opened it I could select the new one I created.

There will be a new version of Audacity coming out in a few weeks. The new version fixes several bugs in the Equalization effect (and quite a few other bugs too).