Sorry to hear this has been an issue for you. When you save your DAW project, if an instance of Emote is present it should save the state of everything on the H9000 within that DAW project. To recall this, you just need to open your DAW project, open the Emote window, and you should be prompted to restore that state.
However, this is not the same as saving the H9000 session itself. It is recommended to always save a copy of the session to your computer or the H9000 itself.
If you are finding that the saved state is not recalling correctly, please provide some more details and I’ll see if I can reproduce the issue.