When I try and set the T to be the Tool in Use, it won't save my selection, it keeps changing it back to Next Tool.
I have reloaded Mach to 3804 and the current 4162. 
I'm not sure why this is happening. 
I don't want to start over, I have added several buttons for troubleshooting to my screen set and added several things to the signal library; so finding the culprit to this issue will be preferred.
Anyone else have this kind of problem?

Not seeing it here with a default Mach4 mill profile.

Launch Mach, change option, close Mach, Launch Mach, check config. and it's just like I set it last no matter which of the 2 options I select so my changes are sticking between sessions.

Yeah, the stock profile is working fine.   I checked that as well.   I just do t want to Re configure an entire profile if I don't have to.   But I may end up having to do that anyway.

Yeah, sounds like there is something not allowing changes to be saved to the ini or some script somewhere that runs and changes that option for you.

Yeah, I'm not sure. 
As far as I know, I haven't messed with anything pertaining to changing settings in any of my scripts.
I'm going to just start with a new profile, load my screen set into it and work one step at a time from there.  See what happens.

I reconfigured the 4162 profile and everything started working fine.
However, when I run a tool change, it will (almost everytime) close mach4.  No warning or anything, mach4 just closes.
I tried to go back to V3804 and when I run ANY macro, it says the mclua.mcc file does not exist.  I put the backup mclua file in the macros folder and it didn't help.
Any idea why this is happening?

Sounds like you either have macros that were compiled using lua 5.2 (4162 uses 5.3) or macros that need to be brought up to 5.3 standards or both.

Delete all mcc files in the macros directory for all profiles then retest. If you still have problems you likely have some scripts that need to be tweaked.

Does it do something to the file when it conpiles them?   It ran them fine in 3804 and it will run them in 4162, A-side from Mach closing randomly.   I'm having the problem when I relaod 3804.  Now it's like my macros are missing from the folder.   
Specifically the error message says tge mclua.MCC file is missing.

Once I get back from Church camp next week, I'll go through the macros and be sure they are compatible with the new version of lua.