We've used it successfully for a few years so probably need some additional information to help figure out if it's either something screen time can't do (there's plenty of that) or just something squirrelly going on (which also happens a lot). Obviously if fav's advice is true, that's the simplest answer. I have 4 kids so they do try to be sneaky and look over my shoulder when I have to make changes to their screen time. I have had to change my youngest's code more than once for that reason. If not, other questions might be:
Do your iPads/kids each have their own AppleIDs? Do they have multiple devices (eg. iPhone, iPad, Mac)? Are they all using the same account across those devices? What setting(s) are you changing that don't stick? On which device are you making the change (a parent device for the child AppleID in question or one of the kid devices - this matters)? When you make the change how long does it take for it to change back? Is it affecting just one device out of many with the same AppleID (if so, this is most likely a figured out passcode)?
If the device is internet enabled, the best way to change screen time settings is on the parent device for the kid account in my experience.