Thats because it has a critical error on this page, and the rest of the page (including the save button) does not appear.
This is because it’s trying to access values that might not have been set yet (if you have saved these settings before, then there is no issue).
Temporary workaround, make sure to be able to undo these changes:
In /wp-content/plugins/http-headers/views/includes
Edit csp-src.inc.php, remove line 84
Edit csp-text.inc.php, remove line 2.
Use the plugin, and save the settings page (the button should be there now). Afterwards, undo the changes I just mentioned. If you want to change more, then there should no longer be an issue, since the plugin has the values now it was trying to access.
If you encounter any more problems this way, enable WP_DEBUG in your wp-config.php, so the errors show. Remove the line it’s complaining about, submit the settings page, and then undo that change.
Would be nice to hear from the developer for more permanent solutions.
Hope this helped!