Since version 072.040.124.23401 on workcentre 7835 and 7845 we can't save any global local favorites anymore.
You could use the "star" to save as favorite
but the machine just ignore your choise and save it as a normal address without any warning.
I don't know if there is a limit for favorites, on some machine there are only 19 email favorites so this could not be the problem?