Hi Paula,
I've no experience with saving fuschia seeds. I did a search and did find this from an old post:

"Fuchsia seeds are in the berries that form after the flower has disappeared. The berries are (I'm not sure if it's always the same, but probably) reddish, maturing to black, and they look like fattish tubes. The seeds are yellow (if I remember correctly), small, but easily visible, and are inside the berries. They also can't be stored for too long (so I read) and aren't terribly easy to germinate, but not impossible, according to my research. I haven't tried germinating any yet, but I have collected them."

So I assume once they become black, the seeds are ready. You could do a test run on a few just to see what the seeds look like. If they are green or white, they are not ready for picking and wait a little longer and try again.
Hope this helps,
Remy