Preview STILL does not save annotations
One person suggested that the "3rd party" pdf was the problem, and that the document was locked. I looked at the permissions on the document and they allow annotations. Also, the person who responded asked all sorts of questions instead of giving answers, which I found really annoying. It is a pdf on my machine, in my downloads folder, created by overleaf. But this has occurred in all sorts of pdfs. I *always* have this problem with preview, and it is really, really annoying. Here is the window that opens when I look at "edit permissions". Note that no password is required to add annotations. I'm tired of excuses from Apple!!!
MacBook Air 13″, OS X 10.11