When I create a custom command and click on the "Save command now" button, it display a window "Add command" and says null. When I click on the Done button, it takes me back to the create custom command page I was just at. If I click on the Done button it goes back to a page and show the custom command, but there is just a Remove button, where I would think there should also be a save/done button.
I am running firmware 2.0.4.116 and RM 2.9.3/2.9.8
Here's a video I made a while ago about making custom commands.
See if it looks like what you're doing?
Edit:
I remember if I didn't hit the last Done it didn't seem to save.
You video is exactly the same steps I am doing, but when I click on the "Save command now" button, I get a null message and not a command: ... was added.
Huh...
That's really the first foray into custom commands.
Maybe reach out to support.
They're great. 
If you could show screenshots of what you are doing, we can probably get it sorted out.
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Hi,
Trying to create custom commands but can't figure out how.
Rule machine 4 or 3 only show create new rule - no tab to create custom command is displayed.
Does display create global variable. Created two and now I can't delete them.
Intialize String initialize()
Refresh String refresh()
Suggestions?
Custom Command is being retired. Use Custom Action instead in either Rule 3.0 or Rule 4.0.