supposedly, the more graphic-intensive the page is with the exploits, the more likely it will fail (especially on later firmwares). also, if you get memory errors, don't keep clicking okay. after the 5th time, minimize the browser with the ps button, then try again.
btw, I asked my friend prb if he had any idea what could be wrong with you caching the files, and he said that there could be something messed up with offline manifest, like if it's gzipped. you wouldn't have access to that though unless you were self-hosting afaik. I've also heard of some hosts splitting up the webkit and kernel portions of the exploit, so that would explain no debug settings appearing, if you're only doing the webkit portion.
this is an example of the offline manifest (taken from xproject). it lists everything to install to the cache. if there's a typo or something in there, the cache install will fail. however, it should tell if you if it does or it will fail at a certain percentage. there's a bat file to create an offline cache for your self-host. it will insure that you don't forget something or type it in wrong. you can't have spaces in the file names either or else it will think that's the end of the cache, then possibly fail at that point:
one last thing, remember to delete the cache after you've installed the cache for another host or it will be loaded into memory instead. that could be the reason why it's not saving it. that's with the options button iirc. then, back out of the page by holding circle (hold circle, because pressing it minimizes the browser), then go into the webhost from the list of sites. this is mostly convenient when updating a webhost, because certain things will still be in memory even if you delete the cache. this insures everything is refreshed.