I don't want to always use my phone when playing. There used to be a way to save presets directly in the amp but I can't seem to do it anymore. These past updates have really screwed up the code amp for me. It doesn't seem like any of the support videos are accurate any longer.
Double tap Active preset or any preset in your User Library, or any preset in MyMarshall/Cloud Presets -> Make sure you are connected to the amp -> Press the first "SAVE" button on the left -> Select a preset slot -> Press "SAVE" button.
Please, let us know if this solves your issue.