You can use iFaith by @ih8sn0w to save all SHSH blobs.
I have never used this before so i can't help if you run into trouble with it. There are a lot of YouTube vids on how to use it though.
You don't have to be on any particular firmware to save it's SHSH files. I remember when I was on 4.1, I didn't update until 4.2.1 yet all my SHSH's were saved because I saved them whilst the signing window was still open.I may be wrong though, you might have had to been on a firmware to save the SHSH.
You can save 4.3.3 with iFaith. You will not be able to save any of the other outdated firmware SHSH blobs because the signing window has closed for all but 4.3.5. The only reason you can still save 4.3.3 is because you are currently running it. You cannot use Tiny Umbrella or iSHSH It to save 4.3.3; they are only capable of saving blobs for the latest firmware.Hi
I can't see my shsh blobs on cydia. I have jb with 4.3.3 using jailbreakme.com. When I try to save the shsh with shshit it saved only 4.3.5 and in cydia only showing 4.3.5! Am I missing something? Pls help.