Yeah that annoys me too lol. I hate it when I spend so much time making up new macros to try on an encounter then one of my clients crashes and I lose everything I just did. so now whenever I make changes I logout after so they are completely saved. All you have to do is logout to the character selection screen and that will make it permanent.

For the addon issue, it may be several things but the first thing i check is whether or not the check box is grey or yellow. check ot make sure at the top if it lists your player or addons for all. Sometimes for me, I have to switch it to a different player and then back to addons for all to make it stick.