I suppose it depends on what you are trying to do, exactly.
There is not a way to save a search so that when opening the saved search you are directed to page five, for instance. Any page information is stripped out when saving the search.
It is possible to bookmark a particular page of a search, though. But as the seller lists or relists items, or items sell or end, the order of the listings displayed will shift and change, and the items on page five will change as well.
If you are trying to work your way through search results from one end to the other but keep losing your place, try opening item links in a new tab. When done, close the item page and you should be back in the search results exactly where you left off (if nothing new is listed or sold).
It is also possible to search a seller's listings for items matching certain keywords or within a certain price range or in one category, and then save that search, to keep things manageable and ensure that certain items appear at or near the top of your search, while still being able to easily reach the rest of the seller's items.