What is the result of this query?
SELECT version, component_name FROM hostcomponentstate WHERE host_name = 'MASTER' ORDER BY version, component_name;
I suspect that somehow the MASTER host has components that have not advertised their version to Ambari.
Yes, do run
hdp-select set all 2.2.0.0-2041
on that host, and restart all components on it. From the Host Details page, you can trigger a Restart All that will include the clients (even though technically clients are not daemons and cannot be restarted), but this is needed.
Note: ZKFC, Ganglia, Nagios, and AMS do not need to advertise a version so their value will be UNKNOWN, which is expected.
“Save Cluster State” is the last step in the Rolling Upgrade wizard, which comes after Installing the bits of the new version (2.2.4.2-####).