These are saved in your DxDesigner.xml file inside your local machines WDIR directory.
1) First make sure your WDIR path is set up correctly. The date and time stamp on the DxDesigner.xml file should change every time you exit DxDesigner.
2) If this looks correct, make sure you save any special settings you have such as Interconnectivity Table Properties.
3) Close DxDesigner and rename the DxDesigner.xml to DxDesignerOld.xml or some other name.
4) Restart DxDesgner and your filter settings will no be remembered. This will recreate the DxDesigner.xml file.
5) Reload any special setting you saved earlier.
Ok, I have edited the file manually and it works.
DxDesigner.xml is accessed after I close DxD, but for some reason it was not updating those values. (WDIR points to C:\PADS Projects, my user has writting permissions in the folder)
Anyway, everything is working perfectly now.
What I see is the DxDesigner.xml is only updated the first time a particular filter option is changed. I feel this is a DX bug but have decided to use it as a feature. Like you I manually edit the DxDesigner.xml filter section for my "preferred" options. Every project opens with the "preferred" filter sections then I change them as needed. What would be ideal is to have these options saved in the project rather than globally. Glad it worked.
From doing some tests with the latest version of DxDesigner (EE7.9.2) this is working. There was a problem some time ago where older versions of the DxDesigner.xml file were not being updated properly. If you're still having problems and can reproduce this please contact Customer Support so we can address it.
As to storing this in the project file, this is not practical as we have to consider the concurrent nature of DxDesigner, if we stored this with the project each user would affect any other user in a concurrent design session. I'm sure you'd not appreciate a colleague changing you filter settings during a design session. Of course this is not an issue for single users but we have to design the tool to support concurrency.