Hi - final answer (confirmed by Yamaha) is that if I use the SAVE option presented when saving an OTS setting within a style, this will save the Style (and my OTS change) - but it turns out I must go into the Style Creator and use its SAVE option, to save not only OTS settings but the style's parts levels too.

So, thanks to the advice to try using Style Creator - I now make all my changes, store my modified (4) OTS settings, then say "NO" to the Save option presented when saving the OTS. Then I go to Function, Digital Rec, Style Creator, then do my SAVE from there.

Thanks again for the responses and suggestions,
Jim