I had a similar expierance and maybe that's a problem.
I had pedal axis ( toe ) set to wheel breaks and they stopped working.
When i checked in mapping, they were mapped, input was read ( numbers changed ) yet brakes didn't work.
I also thought it wasn't saving, turned out to be something else. My son plugged in xbox controller to PC to play with something, and that mapped the brake pedals to one of the controls and seems to have priority over rudder. Once unplugged, problem went away.