Hi,
I guess, you are on Mac, right?
Unfortunately, there is an issue on lots of 3rd party, who are providing virtual MIDI Ports. During every single Cubase start, they generate a new MIDI Port unique ID. So it’s always a new (another) Device from Cubase point of view. This is why you have to set it again and again in the Generic Remote Device.
Regarding the VST Connection, I would recommend you to make a new thread on the forum. In general, the settings is stored in the project, and there are some rulers, when to load it from the project, and when to keep the last settings. There are also rulers, what settings should by applied, when a new project is created.