It looks like you may be working with data in a Sequence (judging by the Sequence Browser toolbar in your screenshots). This can be confusing until you understand how the Sequence system is set up and the relationships between Sequences, Sequence Browsers, and Proxy Nodes work. I am guessing that you may want to perform a segmentation on each frame of a sequence of images; if so, it might be helpful to follow the sequence of steps here: https://slicer.readthedocs.io/en/latest/user_guide/modules/sequences.html#create-a-segmentation-node-sequence
The very brief overview is that Sequences are ordered sets of similar data objects (such as a temporal sequence of image volumes). A Sequence Browser can be linked to a Sequence to allow you to select which of the sequence’s data objects is the “current” one and should be displayed. The current data object is copied into a designated node which is already in the MRML Scene; this node is the Proxy Node for that Sequence and Sequence Browser combination. As long as two Sequences have the same number of objects and are indexed in the same way, they can both be linked to the same Sequence Browser, and you can browse through both of them simultaneously (e.g. a sequence of image volumes and a sequence of segmentations of those image volumes). One important thing to note is that you generally need to make sure that the “Save Changes” checkbox in the Sequences module is checked for each sequence where you may want to make any alterations (such as a segementation); If you don’t have this checked, then you can still make changes to the proxy node, but when you browse away, those changes are discarded, and when you come back to that frame, it will be unchanged.