Keyboard preferences are lost after each restart
I indicate here two solutions because the problem may be caused by either :


ownership
plist file


Ownership problem

To troubleshoot my problem, I opened a Terminal and tried to find which configuration file had a problem:

cd Library/Preferences
ls -l com.apple.*


And in the middle of all my com.apple.* files I found one owned by root:

-rw-------   1 myuser  staff      485 19 jan  2018 com.apple.speech.voice.prefs.plist
-rw-------   1 myuser  staff      107 22 jan  2018 com.apple.suggestions.plist
-rw-------   1 root    wheel     2644 11 apr  2018 com.apple.symbolichotkeys.plist
-rw-------   1 myuser  staff      110 12 oct 10:00 com.apple.syncserver.plist
-rw-------   1 myuser  staff     1862 26 nov 14:04 com.apple.systempreferences.plist


So I thought is was not normal. Using find, I tried to see if there were other files owned by root:

$ find ~/Library/Preferences -user root
~/Library/Preferences/com.apple.symbolichotkeys.plist


But it was the only one.

So I just changed ownership:

chown myuser ~/Library/Preferences/com.apple.symbolichotkeys.plist


And restarted my computer to verify: bingo !

It was an ownership problem that prevented macOS to save my keybord shortcut preferences.

PList file

Sometimes, System Preferences pane could not keep some options after a restart (e.g. Keyboard and symbol visualizers).

So I tried something else: I backed up and then removed the com.apple.symbolichotkeys.plist file.

After a system reboot, System Preferences works better.