Save patch changes after module upgrading
Well...no, not really. 

When you apply a patch, you change the contents of the file. When you upgrade the module, you overwrite the contents of the file again, so your changes have been lost. This is a simple file-system issue and transcends Drupal's involvement entirely.

I guess you could set up some fancy file watching script which automatically applies your patch after files have been changed, or automate your upgrades in such a way that the patch is applied straight afterwards - but again that's nothing to do with Drupal as such, it's about your own workflow techniques. You'll also need to factor in the fact that your original patch may no longer apply to the newly updated file(s), so some manual intervention is probably wise.

Patches are of course unavoidable sometimes, but wherever possible don't alter core or contrib modules (for this very reason). 90% of the time you can find a clean way round the problem if you look hard enough