Hi there XylTengan,
To confirm, the settings not saving are in Settings on your Apple Watch and not elsewhere, correct? We want to make sure we fully understand which settings are having an issue.
We understand that you recently erased your Apple Watch and set it up again, but restarting your Apple Watch can help refresh the watchOS and might help resolve this. If needed, the steps below show how:
"How to restart your Apple Watch if you have watchOS 9
- If your Apple Watch is charging, take it off the charger.
- Press and hold the side button until you see the power button
in the upper-right corner of the display. - Tap the power button.
- Drag the Power Off slider.
- After your watch turns off, press and hold the side button again until you see the Apple logo."
Those steps are from this link: Restart your Apple Watch - Apple Support Please let us know if that helps or if you've already tried those steps.
Take care.