Hi,
There is no 'save' button, probably never was one. After all, this is the popup where you choose the parent category of the new category you are attempting to create, nothing else.
If you want this to be 'Unflavored', then first click on 'Bulk Coffee' in the left pane - then you can click 'Unflavored' on the right side.
If instead you want it to be 'Bulk Coffee', so that 'Unflavored' and the new category are on the same level, first click 'Coffee' in the left pane, so you get to see and can click 'Bulk Coffee' on the right side.
The popup will close then, and you can continue creating the new category and finally save it.