LaFant - this happened to me some weeks ago, and in the end, I fixed it by carefully re-installing the latest build.
I am pretty sure what happened to me was my own lack of care in installing the build, and perhaps some files were left behind from the previous build. I had exactly the same symptoms as you: failure to save settings.
I always go through each folder under .rockbox now when installing new builds, and delete what's already there, if applicable.
Folders I commonly don't have to touch are Themes, WPS and Fonts, which are pretty constant across builds.
I hope this helps.
Jason