I partitioned my flash drive, splitting it between my Knoppix install and the rest of the free space where I placed my persistent image. This solved the problem of my settings not all being saved through the "save configuration" deal, just in case anyone was wondering whether that was indeed the culprit. Unfortunately, the flash drive is written to relatively often when set up this way, and I don't want to wear mine out with too many writes. I was not able to write protect the image or the partition in any way after creating the image, and there is no way to configure the loading of the image at startup so that it won't write certain things, though you can reduce the number of writes by a fair amount.

The only other idea I have is using the "Save Configuration" feature, and then manually adding files to configs.tbz if I can find out where the settings I need are located. I don't have time to try this at the moment, but I'll let you know if it works out. I thought the feature was more sophisticated than the way it's explained on the Wiki ("Behind The Scenes: The save config script actually saves all true files from /etc that are missing or different from the distribution (at /KNOPPIX/etc)"). It seems that it just extracts everything to the root directory on startup, and the archive is just a big group of files with the full directory path preserved. This seems really easy, and I have a good feeling it will work.