This leaderboard saves data when I am testing it in studio but not when I play it on roblox?

local DSService = game:GetService("DataStoreService"):GetDataStore("Currency")
local Saving = 0

game:BindToClose(function()
    repeat wait() until Saving <= 0
end)

game:GetService("Players").PlayerAdded:connect(function(plr)
    local leader = Instance.new("Folder",plr)
    leader.Name = "leaderstats"

        local Credits = Instance.new("IntValue",leader)
        Credits.Name = "Credits"

        local Diamonds = Instance.new("IntValue",leader)
        Diamonds.Name = "Diamonds"

    local savedData = DSService:GetAsync(plr.UserId.."-Currency")

    if savedData then
        Credits.Value = savedData[1]
        Diamonds.Value = savedData[2]
    else
        local values = {Credits.Value, Diamonds.Value}
        DSService:SetAsync(plr.UserId.."-Currency",values)
    end
end)

game:GetService("Players").PlayerRemoving:connect(function(plr)
    Saving = Saving + 1
    local ValuesToSave = {plr.leaderstats.Credits.Value, plr.leaderstats.Diamonds.Value}
    DSService:SetAsync(plr.UserId.."-Currency", ValuesToSave)
    Saving = Saving - 1
end)

Try putting wait() on top of the script, that should fix it.

Try using pcall. Also please do not use Instance.new with parent parameter, it's deprecated. Same with connect, use Connect instead.