Well, one way to save the selections would be to save them in another module (maybe a js) and send them to the umenu when it is ready. (do not know if you can save them in an int/i-module which you bang when the menus are setup).
At the moment I think I deactivate the umenu after reload and just save the path to the selected device or param, but still then - I have problems here with Live crashing when I try to set up the API path directly after pattrstorage restores the saved values (js) and even at the time of the loadbang I do not get LiveAPI access (at least it seems like that, as I do get no output. If I call the loadbang function in the js manually, all is fine).
you could attempt to replace those umenu objects with live.menu objects. That way you could save your selected devices and parameters as live presets in the browser which should get saved with your set.
couldn't you just do it with "M4L.api.SaveInteger"? that would only work in continuously same live set though i guess... hm, a problem. try finding "symbol" of all devices and query that way? by the way, live.menu is useless - you cannot fill it with etc like you can the max umenu object. real shame.