The "Save" and "Save all" are the correct options. You didn't mention the "Helicon Focus didn't return a result" message - this narrows the problem down, but still it's an anomaly and shouldn't happen. Please run an export again, save the result (Cmd + S keyboard shortcut is the fastest way) and ...

No, the license has nothing to do with this.
Did you press "Render" more than once, producing more than one result? Either you have saved one result but there were more, or you had one and it wasn't saved. Either way, the export process in Lightroom finishes when Helicon Focus exits, did you ...

After rendering your stack you should save the result and exit Helicon Focus. The result image(s) will be imported back automatically. It's likely that it was imported but you're looking for it in the wrong place in the Lightroom catalog.

Thank you for your reply.

I have saved every time after ...

I'm new to Helicon and have only tried a few times but I can't get my image to return to Lr, I used export to Helicon to import them in, just can't get the result back, any help gratefully received.