For now in order to save your desired crosshair you have to:
-before disconnecting open console and write the following command
-host_writeconfig
-disconnect

SECOND OPTION:

- Go into Setting / Crosshair
- Use the "Share/Import" Button
- Use the "Copy Code" Button and copy the shown code for the Crosshair
- Go out of the workshop map and import the Crosshair.



In the following update I will add a "SAVE CROSSHAIR" button.