If you get no error in one case, then you are suspecting HeidiSQL to supresses a message? It's very clear that the server obviously does not return some error, which makes HeidiSQL run the "Save" process without problems. Why do you suspect HeidiSQL so often for doing such weird things?
I don't know what is behind 'save', mybe some check before 'save' to db. In old mysql query browser you click execute (the script), to 'save' proc. I gues s'save' term is a bit confusing to me.
Besides, hmm in a while ago post, we figured that I can't edit proc written in mysql query browser, coz of problematic comments (eaten by mysql query browser with no problems.)