The Extensions that I have set up for Sound, Locations and Organizations have to be selected under the library each time I start the FG software.. I have also noticed that if I click on player or anything other that close, it will also deselect them.
Is something turned off, is this normal, am I missing something else?
Are you running on a Mac? If so, make sure you exit FG via the right-click menu on the desktop, don't just close the whole FG window.
If this isn't the issue, try it in a brand new campaign and see if it saves the selected sidebar buttons OK. If it does, go into the directory of the campaign with the issue: <FG app data>\campaigns\<campaign name> and check that the CampaignRegistry.lua file is not set to read only permission. If it isn't, see if you can rename it to something else and then try opening that campaign in FG, setting your sidebar buttons and exiting - has a new CampaignRegistry.lua been created?