Dear Fung(2),
Welcome to Microsoft Community.
According to your description, your list of blocked senders and domains disappeared, and you tried to add blocked senders and waited a while to find that the blocked senders were not saved. Don't worry, you can try my suggestions below, I hope my suggestions can help you.
- You can try to change the browser, you can use a non-Google kernel browser, such as Edge or Firefox, sometimes browser settings or installed plug-ins may affect the normal operation of your mailbox. Try logging in to your mailbox in a different browser and then check if you can add and save mailboxes in blocked senders and domains.
- You can try clearing the browser cache and using the browser's private mode to log in to Outlook Web, and then check that you can properly save sender information in blocked senders and domains.
Notes: Your browser automatically saves temporary internet files to help pages load faster. Clearing this cache will sometimes fix website issues. Please back up all your personal files first, such as Favorites, to ensure you do not lose data.
- If none of the above suggestions help you properly save sender information in blocked senders and domains, you can ask Outlook.com Support for help. You can click Help - Help in Outlook.com, then type in your question, and then click Yes in Still need help below.

And then sign in with your personal Microsoft account, not your work and school account, then click Chat with a support agent in your web browser.

I hope this information has been helpful. If you have any questions, please let me know and I will be happy to help you further.
Have a good day.
Best Regards,
Jim - MSFT | Microsoft Community Support Specialist