My "Save button" is greyed out, as well, however, the following just worked for me on LG F3:
On WiFi Networks screen, I tapped on my network and tapped "Forget" button.
I then tapped on my network again,
entered my network password,
checked "Show advanced options" box,
set Proxy Settings to "Manual",
entered "localhost" for Proxy hostname,
entered 2020 (this number will vary) for Proxy port,
tapped on "Connect".
So it seems the trick is instead of trying to modify the advanced options after connected, enter the advanced options while connecting. I haven't had to employ this trick on most phones (i.e. no greyed out Save button issue), but for those phones with no greyed out Save button issue, the above has worked. I hope it works for others, as well.