Do you have to re-do ALL of the plug-in configuration? Or just the PMDX-407 related stuff? Or is it the entire Mach4 configuration (motor config, input and output signals, etc.)?
Are you just starting to use a PMDX-407? Or have you been using one for a while and just now tried to change something and have it not be saved?
Can you change some OTHER PMDX plug-in configuration and have it survive exiting Mach4 and restarting? For example, try changing the step pulse width (then restore the original value after you do this experiment).