I did some testing, and it looks like if the Sequencer button is on, saving the patch will cause it to be stored with Key Hold off even if it was on when saving.
All the left hand settings are saved with a patch. Therefore this case (Sequencer on causing Key Hold not be saved in the on state) looks like a bug.
I also note that when the Sequencer or Arpeggiator buttons are is switched on, or the Sequencer button os selected by pressing the Play button, Key Hold is temporarily switched off until the seq/arp is switched off again, or until you manually re-engage Key Hold again. I'm not sure if that's a bug or a design decision which leads to a usability issue - surely it's the user who shall decide when key hold is switched on or off.
Also, if you have the sequencer playing and looping as a result of having pressed the Play button, and if you transpose it temporarily by pressing the keyboard keys (it will go back to the root note when letting go of the keys), then when switching on Key Hold, the sequencer will be transposed to the last key you pressed. This could be by design, but it's worth knowing about as it's not obvious.
BTW, there are some Key Hold bugs that I have reported previously, but they are not related to any of this.
As for your sequencer playing only the 1st step, or starting on the 5th, that is something I can't manage to replicate here. If you provide a detailed sequence of operations to get into that state, starting from an init patch, then I can see if I can repeat it here.
Edit: Further testing reveals that it IS possible to get the Key Hold on state saved, but it's hard to make this happen consistently. Here's a cut and paste from my report to Arturia:
"...It is possible to get the Key Hold on state saved, but it requires a certain sequence of pressing the Sequencer and Key Hold button. I’m not 100% sure about the pattern yet, but starting from an init patch, recording some notes, pressing Key Hold, then pressing Sequencer, then pressing Key Hold again and finally saving the sound seems to retain the Key Hold on state. Most other sequences of Sequencer and Key Hold presses will cause the Key Hold on state to not be saved."