I think they're saved with your race design. Just click 'Save Empire' after you've entered a game and made your custom settings, then just load and reuse for future games, or edit if you prefer.
Well it would be nice to be able to cancel a command and not have it happen. I mean when you click on the cancel colony button it shouldn't colonize the planet. Could someone tell this to MM/Aaron. I don't have their email address. Thanks.
Thing is, you aren't cancelling the colonization process, you're cancelling the 'set colony type' process. It's not really a bug, just not the way you'd like it to work...