Here are the steps to name an audience and make it retrievable:
Click the Star > type the name you want > Save Audience > you will see the audience under Segment Shortcuts
So what happens when you add or remove a filter, or change the geography?
If you want to make changes to the saved audience, select the changes, then you will have to re-star, as the Faraday system will save the original audience.
If you want to save your new work, star the audience again -- then you'll have the original as well as the latest changes.
You can remove starred audience by opening it up, and hitting the star again. This will permanently take it out of your Segment Shortcuts list.