So, it seems that Debian may not easily allow persistence as Ubuntu and others do. It's not the fault of LiLi or Pendrive Linux... it has to do with each distribution. Many Linux distros do not allow persistence. If you insist on Debian with persistence, you'll need to check out the directions I gave you above or search out other solutions... there are other ways to do it too. I will try to follow up later and see if the link I gave you is accurate and clearly describes how to setup Debian with persistence.Until now I made a Ubuntu Bootstick with Persistence, ut for debian there is no Option for Persistence.
sudo chown user /media/user/persistence # Don't use sudo if you open System Tools > Root Terminal. # You may want to use the mount command to confirm that /media/user/persistence is already mounted.
echo / union > persistence.conf # Be sure there is a space between / and union. It doesn't work if you don't.