I just tested it on FireFox version 38, Windows 8 (desktop mode), AutoHotkey 1.1.19.01 Ansi without any issues.
Major issues with Firefox it seems... I tried compiling, running as admin, etc... nothing but errors... Save error, photo already exists error ( when it doesn't ), 0 bytes error, photo not being moved from temp error, etc...
Honestly I think it'd be easier, and more efficient, to write something simple which copies the name and the data and saves it instead of going through the dialog which is meant for users, not code, etc...
What OS, what firefox version and what AutoHotkey version are you running?
I would love to be able to skip the user Save Picture As dialog box, but I think that might be impossible to implement across the multitude of browsers (12 and adding more) that SavePictureAs supports.
If someone could figure out a way to save pictures without using the user Save Picture As dialog box for Internet Explorer then I would add it to SavePictureAs.