Under the View menu, select Mix windows Shows>Instruments. This shows a row across the top of the MIX window and there will be nothing EXCEPT on Instrument tracks, where it will show a few things, most importantly, what "instrument(VI plugin) will be triggered by the midi info on that track. Make sure its A-not grey'd out. And B-assigned to the instrument plugin. Yes, its SUPPOSED to retain when you save/close/re-open. If its not saving, maybe its time to try trashing prefs and database files(which is a step for any "odd behavior", which this does sound like)
