There’s a bug in the system font panel in Mac OS X 10.10. So far, I have not found a workaround, but restarting the Mac usually gets it working again. If you still can’t get it to work, let me know and I can tell you how to change the fonts via Terminal.
To me it looks the same as folders in Mail or the Finder. Are you seeing something different?
The feature is planned, but I don’t announce release dates.
What I meant is that after restarting you should be able to use the font panel and have the changes save automatically. To change the fonts via Terminal you can enter commands like these: