Welcome to the forum.
If I understand what you are doing, and what is happening, then it might be helpful to do the following:
Go to Quick Mask Mode (Q).
Create, or modify your Mask.
Exit QMM (Q).
At that point, your Mask should appear as a Selection (marching "ants").
Go to Selection>Save Selection, to create a permanent Selection/Alpha Channel in that file.
Be sure to Save/Save_As that file, in probably PSD, to keep that Selection/Alpha Channel.
Good luck, and hope that helps.