I had this 'bug' sometimes ago, that I couldn't save from the configuration menu itself. But when I started into the aircraft, e.g. in a cold&dark situation parked on an airfield, then opened the controller configuration via ESC menu, then the settings were saved. Maybe worth a try. I am not quite sure how I got rid of the problem, but I think I made a copy and then deleted the user folder under savegames and let DCS build a fresh one and then copied the configuration data back from the saved old folder.
schmiefel's post in DCS has started crashing for no apparent reason was marked as the answer