if you want viable seeds you need to let them fully ripen, which in this case means let them turn red, and stay red for a few days (a week, if you can) on the plant to insure maximum viability.

Seeds of things like tomato and pepper, get their nutrients from the fruit, and nut directly from the plant. If the seeds are fully formed, they can mature inside the pepper, while sitting on the counter top and drying. During that time the pepper itself should also turn to its final color. If it does not,then the seeds might not be viable. JMO

I find PLANT ripened pods to put out viable seeds at higher germination rates.
Not fully ripe pods don't in general.
Go for red,then give them a few extra days before picking for best results.

Dig the plant. Pot it. Overwinter. Plant in the high spring - or leave it potted.

And yes, while on-plant ripened seeds are best, counter-ripened seeds will usually germinate and grow.

Dennis

Thanks, everyone! It is still hanging in there, despite 21F temps here. Some of the leaves were hit that night, but I'm amazed that I've kept it going. The pods are starting to turn red. I may give up at this point, bring it in bare roots (and in water) and let it sit in the house for a few weeks.

Thanks again,
Bellatrix

Let me give you a living example:
Couple of months ago I bought some green SHISHITO peppers from Asian Market I made two jars of pickles and set aside some that were fully green and couple of them had a hint of red. I kept them on the counter And saved seeds from those that turned fully red first(the best ones). The rest was left there. They too eventually turned red. I did a test: I took seeds from one of the last ones that turned red and planted. Within 7 days they all germinated(in paper towel). Then I planted them in 3.5" pots . Now they are growing and have 6 leaves each.
Now my problem is how to keep them growing indoor til April. LOL.
I have saved seeds in similar fashion from Serrano, Gypsy, Cubanelle, Chilaca, and few others. The worst weak case was the SHISHITO that I just explained.

So, my advice is that just keep the pods(the most mature ones) on the counter until they turn red and acually as long as they do not rot. Then save seeds from those.

JMO.

I've been looking for Royal Black seeds.

Are you willing to trade any seeds?

I have Bolivian Rainbow, Black Pearl, Numex Twilight, Chinese 5 Color, Explosive Ember