Some comments form users:
In current git versions of Kdenlive, the proxy clip settings are in the Project/Project Settings menu.
If you change these settings, save your project and quit Kdenlive, then start Kdenlive, these settings will not be restored.
If you load your project however, the proxy settings will be restored.
Strangely, the thumbnail settings above the proxy settings gets stored independent of the project file. So there is at least a minor inconsistency issue.
I'm not sure what to suggest. One could try moving some of these settings elsewhere, one could change either proxy settings to be global or thumbnail settings to be local or something else.
Here's a video demonstrating the settings and how they (don't) get saved:
Tested with Kdenlive 16.04.1, only some settings get saved (and you have to actually render for this to happen).
Encoder speed: yes
2 pass: couldn't test
Export audio: no
Stem audio export: no
Render using proxy clips: no
Play after render: yes
Export metadata: no
IMHO, every setting should be remembered (including the checkbox "More options" itself).