In System -> Global Configuration -> Text Filters, what Filter Type option do you have set for the User Group?

Default Forbidden should not be removing the HTML from the article.

Please send me a login - https://www.joomlacontenteditor.net/contact/site-login

I can confirm that no changes to the Joomla Text Filter are not being saved. It is difficult to troubleshoot this, but I suspect there is something on the server side, perhaps a firewall type filter, that is removing the Joomla Text Filter values before they are able to be processed and saved to the db.

Strangely enough, I use YooTheme 'WidgetKit', which seems to work fine with JCE (Once selected..)

Yootheme does not use the Joomla Text Filter when saving, only the Joomla Article Manager does.

Even does the same thing with tinyMCE as well..

Yes. The issue here is with the settings of the Joomla Text Filter, as stored for the com_config extension in the extensions table in the database.

If you have happy to edit this manually using a database editor (PHPMyadmin or similar), then update the params field for the entry in the extensions table with the name com_config, with the following default data:

{"filters":{"1":{"filter_type":"NH","filter_tags":"","filter_attributes":""},"9":{"filter_type":"NH","filter_tags":"","filter_attributes":""},"6":{"filter_type":"BL","filter_tags":"","filter_attributes":""},"7":{"filter_type":"BL","filter_tags":"","filter_attributes":""},"2":{"filter_type":"NH","filter_tags":"","filter_attributes":""},"3":{"filter_type":"BL","filter_tags":"","filter_attributes":""},"4":{"filter_type":"BL","filter_tags":"","filter_attributes":""},"5":{"filter_type":"BL","filter_tags":"","filter_attributes":""},"8":{"filter_type":"BL","filter_tags":"","filter_attributes":""}}}