You could have work file with User, 1st Screen Selection, 2nd Screen Selections fields (you can include addl fields based on your requirement).
Each time you choose to save new options, this file should be cleared and written with new options selected.
You could follow below algorithm to do this.
1. Select Records in 1st Screen.
2. Process the Selected Records and display second screen with sub Options.
3. Select the Records
4. Once F10 is pressed to save the records.
a. Clear the work file.
b. READC to read the changed records and identify selection.
c. Write the records to work file.
5. On your next login, Read work file for loading the selected records on initial display.