In Edit/Preferences/MIDI tab,
look for the drop-down menu which normally says: "Minimalistic". In that menu, you should find all you need and more.
Pianoteq allows you to save your MIDI settings as a file in Edit/Settings/MIDI tab and also you can choose to set your file as default. (assuming you're in standalone mode and not talking about something getting messy inside a DAW).
Click the drop-down button list which is by default titled "Minimalistic" - under here you see ability to change to "Full Featured" MIDI and also ability to save and load your own files like "GigControls" or "StudioSlave" or "Kawai" "Casio" "Roland" etc.
That way, if you give your own file names to your edits, name them for their utility.
There's more - but I haven't used or tested it - the G and P (button on left in the MIDI tab). I'm only assuming when you set "P" instead of G (and save your file with a name like maybe "MyBluethnerMidiContols") then that MIDI setup will override whatever the existing MIDI setup. If it does work that way, it could be fantastic to easily make MIDI setups per instrument. Things like wanting a different midi file for Harp would happen just by loading the Harp.. instead of having to dig into settings to load you "MyHarpControls" file.
Assuming the loop you're in with losing settings is this - without saving your MIDI settings though, you do lose your work because the default is loaded at app startup - but this is a good thing too! - because unless you have saved your work (therefore you intend to overwrite a sane default) to a file and subsequently also choose to make your file the default in the MIDI tab - control's not in your hands otherwise.
One last observation - IF you happen to have a "invalid" controller/chanel or action, the file may not save. SO if having repeat problems even if you click "Save As" etc.. double check there's nothing unrecognisable in the settings. I haven't tested exactly what messages tell the write process to abort (other than invalid controller) but assume the other params also like to be clean rather than iffy.
Hope that's helpful.
Pianoteq Studio Bundle (Pro plus all instruments) - Kawai MP11 digital piano - Yamaha HS8 monitors