I just now noticed that when I changed a setting or two and then relaunched via rockbox.ipod, the changed settings were not saved - unlike when making the same changes and then either rebooting or powering down and restarting in which case the changed settings do get saved (of course).
Now I have observed that there seems to be a delay between when I change the settings and when config.cfg.new gets created or updated. Maybe the reboot and shutdown mechanisms first check to see if config.cfg.new is in a pending state but relaunch does not? If I change the settings and then wait a little while and/or poke around a bit, config.cfg.new eventually does get either created or updated, and then the changed settings are saved when relaunching.
I am using Shortcut links to access the specific Settings menus (Volume and Compressor Threshold) as well as for initiating relaunch, reboot, and shutdown. But just exiting my Shortcuts menu and then immediately going into the Files browser is apparently not enough time for the config.cfg.new to appear or get updated.
This is with both an ipod6g that has an HDD and a flash-modded ipod6g.