I cannot reproduce this here.
Did you test it in the latest buildbot build(Download Latest Builds)?
version 2.75 (sub 3), branch b'master', commit date b'2015-08-01' b'02:37', hash b'49f8832', b'Release'

tried latest build, still getting the same result. i did not see any other reports of this issue, so i saw no reason to assume it had been fixed. it does work under 2.74, but i am concerned about regression issues in re-saving new files with old versions.

The method that I confirmed may be wrong.
original.blend is an original file.
MakeLocal.blend is the result that tried this.

It is the procedure that I confirmed.
1.Run Blender.
2.Link the scene named OriginalScene from original.blend.
3.Choose local scene.
4.Link an object named originalCube from original.blend.
5.Carry out Make Local(All) in originalCube which linked to local Scene.
6.Save this in blend file, and load it again.

that description appears to be correct. i think the language of linked libraries is causing some confusion, so i will describe the use scenario. i have created a character in a file, with particle settings for multiple hair systems. i then create another file for an environment, and import the character as a linked scene file. from that scene file, i link the character to the environment scene. when i reload the environment file, the particle settings on the linked character object are lost.

i get a LIB ERROR: Particle Settings: 'settings.name' missing from '/Path/To/Scene/File.blend', parent '<direct>'

this error is repeated for each of the particle settings.

this is on a character with multiple particle settings, all of which are now absent. i tested on a simple box with particle settings, imported into a simple scene, with the same result. perhaps it is a platform issue? the process is not new, i have been using it through multiple iterations of Blender. i considered maybe that it was an issue with corrupt preferences, as i did recently load my user preferences from my previous version, but i just reverted to default preferences, and the problem persists.

i have included the two sample files i created which exhibit this problem:

You should have told object linked to local scene to have carried out 'make local'.
However, the object in the file which you attached is linked.
Why is it that it is different from your explanation?

sorry, i thought that was clear. it is in the short description of the error. i cannot perform any actions on an object that is not local, as any armature modifiers would not function. library groups with armature proxies may be my only option now, but have proved problematic in the past, which is why i link the scene file, and link objects directly. it may be that i am using a deprecated process, but it used to work.

Will you put the snapshot every procedure what kind of procedure you operated it in to become clear?
Please use error test_01.blend which you attached.
I was not able to reproduce this problem even if I used error test_01.blend which you attached.

Has anyone been able to reproduce now?