Well that seems odd but to tell the truth it's been a long time since I messed about with details in TTS-1. In the past they certainly did stay put. I even used to change the effect parameters. But I think things are going weird with good old TTS-1 as Sonar moves into it's newer versions. It a shame because I still depend on it to play SMF's after I download them. I then replace all the parts with better VST's etc.
One thing I have found and this won't matter if your making your own from scratch, but effects are hard to edit and tend to reset to the original settings. Sonars Event list is sadly lacking in midi details so it's hard to find the data in midi files to change this. I often open the files in Anvil Studio where they do show on the event list.
If you are making your own midi from scratch then TTS_1 should save all it's settings down to fine details in the effect parameters. Maybe someone can test this, I won't have time for a few days.
What version of Sonar are you using?