I found the same problem and approached Gary for a solution. Basically, you need to set up a user setting and refer to it whenever you need to go back to your preferred setting. But, yes I find it still reverts back to that darn delay setting; burns me up...
I also agree Yamaha needs to pay more attention to the VH section to make it user friendly. The s950 VH is improved, but still a hassle to use, for me. A pedal helps, but I like my G70 VH section that pretty much let me do everything on the fly right from the control area.