the feature you’re looking for is called “persistance”. i’ve never tried it, but i know a tool called Ventoy can be configured for it. (i use ventoy but not with persistance)

From your live USB there is an MX Linux software to create another mxlinux on another USB drive which will be persistent,but I don’t remember the exact name.

How to make my changes permanent on my USB stick ?

My suggestion,

• get a second fast usb stick (maybe wise to go bigger),

and

• do a regular install [from your current live MX usb stick[1]] to that new usb stick.

Then it’s like an install as if to the hard drive, (letting you keep changes between reboots etc) just the same, except it’s on your new usb stick. :)

[1: I presume that MX fluxbox live system has an installer icon to click on for an easy install.]

I do this for my rust box. Nothing but spinning discs for NAS. Boots from a usb stick with an immutable root. Persistence overlay partition keeps config and changes and updates and stuff. I think it was something like a partition for overlayfs defined to mount in grub. Or maybe the only grub stage customization was the wpasupplicant… Been a while since I made it. Something to load boot into ramdisk as well so logging and such doesn’t thrash the trash silicon to death. Many ways to skin it!