Everytime I enter on this game I have to set the settings on advanced video but it never saves after I quit the game. For example, I put all settings on Ultra except Shaders and Post Processing that I put on High. I quit the game. Then open it and it goes back all to Ultra and never memorize those 2 options that I switch to High. There's anyway to save this permanently?

Did you make your game.cfg read-only at some point, perhaps?