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For the first time, I tried customizing the color of the UI. I tried changing the background color to Black and the font color to Red. These changes take affect in the Menu Preview, but after exiting, no change takes place to the actual UI. I thought maybe I had to restart the emulator for changes to take place, but that didn't work neither.

Thanks for reporting, fixed.
About saving the main filter, it will be added in the next release.
For preset colors, I put it on the list of things to do.