Your statement "it doesnt save it as a session (to do so is greyed out)" indicates to me that you have not changed anything in the session. There are a host of possible questions I could ask about what you have done to get the result you describe, but lets start at the beginning. I do not know how much experience you have had with creating Trainz Routes and Sessions. I will assume none (sorry if that is insulting but mind reading over the Internet is a skill I have yet to master).
Have a look at the
Trainz Wiki How To pages on creating Routes and Sessions. Starting with
How to Create Your First Route
How to Create Your First Session
... both of these are for T:ANE or earlier so the screen graphics and menus will differ from TRS19.
For a more detailed and advanced level, look at
Route and Session Basics - there is a lot of info in there.
Using the Session Editor