A few points that may help:
- Arpeggios are not saved, which makes sense since arpeggiators normally operates only on an held chord and have no sequencer data associated with it.
- Sequences are saved with the sounds when the Link button is activated.
- Sequences are loaded with the sounds when the Link button is activated. If Link is off, the last active sequence remains in effect.
- Sequences can be saved to any preset when using the Save button in the SEQUENCER section.
- Matrix Arpeggiator patterns are saved in the same way as sequences.
- The Sequencer and Arpeggiator buttons only determine whether the seq/arp will be activated when you hit the keys.