Unfortunately, I didn't see anywhere to set the default filename format (yes, I checked the Options button in the capture module and every other module and the general Kstars preferences) because I don't want to have to remember to add "_%e_%D" to my filename pattern every time I create a new sequence.
It is saved as soon as you change it. I just checked and it works fine and remembered across sessions. I think we might need to add a small button to clear it to "default values"