There is currently a bug in Ephemeris I think that prevents changes made to the config through PaperUI do not get saved. I believe creating the config file as described in the docs will work though.
Note that Ephemeris is independent of the Day of the week conditional clause. It only applies to:
The inability to select days for “It is a certain day of the week” is a long since reported bug with PaperUI.
Comparing your ephemeris.config with mine, I am noticing that I have \ after each line.
:org.apache.felix.configadmin.revision:=L"2"
country="us"
dayset-weekend=( \
"SATURDAY", \
"SUNDAY", \
)
region="co"
service.pid="org.openhab.ephemeris"
You can try editing that file manually. Stop openHAB before doing so.