When I edit options like health of a worm and weapon damage and then save scheme and exit options and go back again it always resets to default. Even though I save settings and try to play a game it's default settings.

Any suggestions to what I can do? I tried to use an already existing scheme but that doesnt work either (no changes).

Best regards
/snake84

Please read the manual. You need to save the changes as a new scheme, then load that scheme when you wish to play with those settings.