When you rewear your HUD or relog, check whether the changes you last made are still there.

For Command HUD v4.10 and above, if you relogged or re-wore your HUD, the HUD will remind you to verify your changes, and the chances of a successful save is very high.

How to verify:

For changes that affect the appearance of the toy, rez a new set. If it's global settings like owner data, just verify that the owners are still there.

Example 1: You changed the cuffs' color or size or positions. After saving, you should rez a new set of cuffs, to see whether your settings have been saved.

Example 2: You changed shared data like owner list. Just go to the HUD menu, click the owner button and check whether the changes have been saved.

Example 3: Gender settings, highscore settings - you may need to rez a new toy, and check the auto-emotes.

Example 4: You have been locked. Get your owner to wear the key again to verify that the toy is locked.

What happens if the settings were not saved?

That means that the Second Life servers are probably overloaded at the time, and the changes were lost. You can change the settings again, or try again later.

Also, please IM Lulu Ludovico - if this happens too often, we might all need a new workaround.