If you're talking about the buttons on the far left transposing up and down octaves, I don't believe they can be saved within a performance it's a global, live setting. You can still save the note transpose (up to two octaves up or down) within an individual part of a performance.
Yeah i wish it didnt function that way. If you are in edit mode, and you are editing a single part, the octave buttons should act as a parameter change only within that part edit. Seems like the natural thing to do.