A couple people have had that problem of the settings clearing... it's not supposed to do that, and I haven't quite figured out why it does yet.
A poor-man's way to get your settings saved would be to modify the settings.json file in the AskMrRobotClient folder directly... can use that as a workaround until I figure out why it sometimes doesn't save.
The settings are a series of "key": "value" pairs, here's what the global network settings look like:
This example would run in Custom mode with 8 threads, and from 0230-0930. (Internally it converts it into a decimal number of hours from midnight.)