As far as i know it isn't possible to save the setiings from the in-game menu. What i did was take a screenshot of the settings page, and the edit the Data/Menus/prefabs/hudmainmenu_config.xml file to have those values by default. And copied the xml file so i don't have to do it everytime i reinstall it.
Really? Cause on my old installation they saved just fine.
It was only when I did a fresh install and got the newer v of darn it doesn't save now.
But eh I will try what you mentioned, thanks.