When you included the DELIMITER wrapper it saves, like below.

In addition I am sure you have a poor schema design.

DROP PROCEDURE IF EXISTS p_order_insert;
DELIMITER $
CREATE PROCEDURE p_order_insert 
(in in_agent_id Varchar(10),
in in_rate_city varchar(15),
in in_sendername varchar(50),
in in_senderaddress1 varchar(50),
in in_senderaddress2 varchar(50),
in in_senderaddress3 varchar(50),
in in_senderaddress4 varchar(50),
in in_sendercity varchar(50),
in in_senderstate varchar(50),
in in_senderpostcode varchar(10),
in in_sendercountry varchar(15),
in in_receivername varchar(50),
in in_receiveraddress1 varchar(50),
in in_receiveraddress2 varchar(50),
in in_receiveraddress3 varchar(50),
in in_receiveraddress4 varchar(50),
in in_receivercity varchar(50),
in in_receiverstate varchar(50),
in in_receiverpostcode varchar(10),
in in_receivercountry varchar(15),
in in_item1_description varchar(80),
in in_item2_description varchar(80),
in in_item3_description varchar(80),
in in_item4_description varchar(80),
in in_item5_description varchar(80),
in in_item6_description varchar(80),
in in_item1_quantity int,
in in_item2_quantity int,
in in_item3_quantity int,
in in_item4_quantity int,
in in_item5_quantity int,
in in_item6_quantity int,
in in_item1_weight double,
in in_item2_weight double,
in in_item3_weight double,
in in_item4_weight double,
in in_item5_weight double,
in in_item6_weight double,
in in_item1_value double,
in in_item2_value double,
in in_item3_value double,
in in_item4_value double,
in in_item5_value double,
in in_item6_value double,
in in_order_status Varchar(10),
in in_total_price double,
in in_agent_commission double,
in in_payment_received Varchar(10), 
OUT out_awb_ref_id Varchar (10))   
BEGIN
INSERT INTO hvp_order_master (agent_id, rate_city, sendername, senderaddress1, senderaddress2, 
senderaddress3, senderaddress4, sendercity, senderstate, senderpostcode, sendercountry, 
receivername, receiveraddress1, receiveraddress2, receiveraddress3, receiveraddress4, 
receivercity, receiverstate, receiverpostcode, receivercountry, item1_description, 
item2_description, item3_description, item4_description, item5_description, 
item6_description, item1_quantity, item2_quantity, item3_quantity, item4_quantity, 
item5_quantity, item6_quantity, item1_weight, item2_weight, item3_weight, item4_weight, 
item5_weight, item6_weight, item1_value, item2_value, item3_value, item4_value, item5_value, 
item6_value, order_status, total_price, agent_commission, payment_received) 
SELECT  
 in_agent_id, in_rate_city, in_sendername, in_senderaddress1, in_senderaddress2, 
in_senderaddress3, in_senderaddress4, in_sendercity, in_senderstate, in_senderpostcode, 
in_sendercountry, in_receivername, in_receiveraddress1, in_receiveraddress2, in_receiveraddress3, 
in_receiveraddress4, in_receivercity, in_receiverstate, in_receiverpostcode, in_receivercountry, 
in_item1_description, in_item2_description, in_item3_description, in_item4_description, 
in_item5_description, in_item6_description, in_item1_quantity, in_item2_quantity, in_item3_quantity,
 in_item4_quantity, in_item5_quantity, in_item6_quantity, in_item1_weight, in_item2_weight, 
 in_item3_weight, in_item4_weight, in_item5_weight, in_item6_weight, in_item1_value, in_item2_value, 
 in_item3_value, in_item4_value, in_item5_value, in_item6_value, in_order_status, in_total_price, 
 in_agent_commission, in_payment_received; 
 END$$
 DELIMITER ;

The need for a DELIMITER is dependent on which client-side tool you use. For PHPMyAdmin, it is not needed typically if ever.

With MySQL Workbench it is.