How do I save a movie with the speed I have set

Adjustments made with the A/V controls are not saved with the file.
You'll need to add your video (scaled) to a longer audio file. The steps:
Open both files.
Switch to the video file you wish to turn to "slo mo".
Select all (Command-A) and Copy (Command-C).
Switch to the audio only file.
Select all (Command-A).
Choose "Add to Selection & Scale" (Edit menu).
Open the Movie Properties window and single click on the Video track.
Choose "Extract" (upper left of the window).
Use Save As to make a new copy of this "slo mo" video track.
You can use these steps to make video appear to slow down or speed up. You can do the same with audio files (Chipmunks audio).
Half speed would use an audio file twice the duration of the video track. 30 fps becomes 15 fps in the new file.