Uninterrupted power supply for keeping arduino nano active always
You probably are using a cig lighter plug with the DC/DC converter built-in.  This is not optimum for a quickie UPS.  A better way to go is this (no schematic capability for now):
12 V source
Diode in series with 12 V
Hold-up capacitor to GND
DC/DC converter
Output filter capacitor (most things run better with one)
Arduino
The hold up capacitor acts as a small rechargeable battery.  It is a medium-value electrolytic capacitor, probably around 10,000 uF at 25 V.  To calculate its real value, you need to know the downstream circuit (Arduino) operating current and the hold-up time.
Placing the capacitor before the DC/DC converter reduces its size for the same hold-up time.  This is because a cap on the input can discharge from 14 V to 8 V -ish while maintaining the converter's output, while a capacitor directly across the Arduino power input can discharge from 5V to only 4 V -ish before the Arduino gets upset.
Another approach is a small ni-cad battery pack and a trickle-charger circuit.