Currently, the default option for saving smart group, after modifying the advance search option using the search field, is global. I hope we can choose the destination for saving the smart group coz it seems whatever smart groups that are created globally can’t be moved (by drag and drop or other methods) to other databases.
Global smart groups are only supported by the sidebar, smart groups inside databases are always limited to the database.
My apology if I’m not clear on my question… I am referring to the option of save under this circumstance:
Actually it was clear 
I just tried to explain why drag & drop works only in one direction. In version 3 creating local smart groups is fully scriptable:
tell application id "DNtp"
set theQuery to search query of viewer window 1
set theSmartGroup to create record with {name:"Smart Group", type:smart group} in current group
set search predicates of theSmartGroup to theQuery
end tell
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I see… Thank you very much again!
As a follow-up…
I think pressing Save with a search should save to the target of the search scope, not the current group - especially as the current group and the search scope target aren’t necessarily the same.
In the event of All Databases or Inboxes, a global smart group would be created.
Just my 2 cents
Yea. Just tested the destination of saved search again and you are correct.