Shift A, B and C are different Shifts, so their settings are managed independently. If I understood your problem correctly, after configuring Shift A with Sound Effect: None, you click on Shift B and it changes back to Default. Now, if clicking on Shift A again makes the Sound Effect return to None, then it's normal, your settings should have been saved correctly; if that doesn't happen, there's a bug in the Manager, in which case you should describe what you did step by step.
In any case, you can also configure your Shifts by editing the World.ini text file, so you can keep working on your level if there's a bug to be sorted out.