To answer the original question:

Quote - Is there a way to save the entire ensemble as one prop while retaining the ability for it to move?

When you click the "+" in the Props palette, you will see a button to "Select Subset". Click that button and select the parts you want to include.

When you create a figure via the Hierarhy Editor, the figure will be placed in the "New Figures" folder. Have you looked in that folder? The props need to be parented together, and the prop that is at the top of the hierarchy must be the selected item, before you click the "Create New Figure" button.