Heya TonyToast,
The game settings for Overwatch are stored in the User Documents folder. If settings are not saving automatically, this suggests something is either preventing the game from saving them or that something is changing them after the game closes.
I’d check to make sure OneDrive is not set to sync Documents first. Form there please also check with any installed security software to ensure Overwatch set set as an exclusion.
If it’s still not working after that, try using the game in a new admin account.