Are you simply trying to set the nameservers? Or are you setting up A records as well?
If only nameservers, simply select the domain, click "Name Server: DNS", click on the domain in question (it should now be a link), click "Custom Name Servers", enter at least the Primary and Secondary, click "Save".
I imagine these are the steps you already took, if so I have no clue why it continues to revert back for you. I have been moving sites over the past few days and have changed DNS on at least 20 domains with no issues.
If you are trying to set your own A records there is a different process which I can explain if you wish.
Hope this helps.
Edit: Bari is always very helpful whenever I run into snags of any sort -
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