The famous downgrade tool TinyUmbrella was recently updated to a new beta version, despite the fact that downgrading iOS 8.x is not yet possible. Saving firmware SHSH blobs is always a safe bet, as one never knows when they might be needed should a downgrade solution be released.
For the time being, jailbreakers are warned to avoid updating iOS. Moving to iOS 8.2 will result in the loss of any installed jailbreak. While TinyUmbrella developer semaphore sees downgrade possibilities on the horizon, at the present time backing up SHSH blobs locally is just insurance. Until a downgrade is released, here are instructions on how to save iOS SHSH blobs with TinyUmbrella: