They are saved as part of the file, John... one has to explicitly export them to import them into another file.
Are you sure that the new schemes are gone, and not just a view of the schedule? If you go back to edit your schedule schemes, you're saying that what you created before is completely gone? Maybe post a screenshot showing your scheme list before/after so we really see what 'page' you're on.
If this is truly happening, it's a serious bug that nobody has talked about here before AFAIK.
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