I am very new the vyos. I have recently make change to the iptables but I don’t know how to save the change permanently. Could anyone of you tell me how to save the iptables changes permanently.

sudo -i
iptables -t nat -X SHADOWSOCKS
what command to save the change permanently ?

you can add it to /opt/vyatta/etc/config/scripts/vyatta-postconfig-bootup.script
this will add any custom commands on boot