Hi tnetzzer,
this can be a problem with the file places.sqlite that stores the bookmarks and the history.
Check this: Bookmarks not saved
But also this might be of some help: Can't add, change or save bookmarks - How to fix
Additionally, check this article: Preferences not saved
Hope that helped you! Please report back!

You can check for problems with the places.sqlite database file in the Firefox Profile Folder.

• http://kb.mozillazine.org/Bookmarks_history_and_toolbar_buttons_not_working_-_Firefox
• https://support.mozilla.org/kb/Bookmarks+not+saved#w_fix-the-bookmarks-file

Does the new bookmark stay if you do a backup of the bookmarks? I found it a good idea to save a backup copy of the bookmarks outside of the profile just in case something happens to the profile.