Hi. In my case, there seems to be no way to "approve" a script.
I am logged in as a Jenkins admin, I edit the script and save it, which should result in automatic approval of the script, that is what he message is saying me.

The script edits get saved, but the script stays in the "not approved" state.
As a result it can not be run in a job, it is annoying because I use e.g. a short script to deactivate a job after each run. I use that script in a lot of jobs and all of those jobs  end with an error state.