I modified the /etc/sysconfig/ip6tables-config
file changing:
IP6TABLES_SAVE_ON_STOP="no"
To:
IP6TABLES_SAVE_ON_STOP="yes"
And this:
IP6TABLES_SAVE_ON_RESTART="no"
To:
IP6TABLES_SAVE_ON_RESTART="yes"
This seemed to save the changes I made using the iptables commands through a reboot.