After you create a custom fan speed curve it should always remain, unless you click the predefined "Quiet" or "Aggressive" curves, then you lose your custom curve.
 
PrecisionX needs to be running for the fan speed curves to work..However, a fixed, manual fan speed will remain active even when PrecisionX is closed.
 
Fan speed curves (Custom or Predefined) should become active whether PrecisionX starts with OS, or is manually started.
 
If PrecisionX fan speed curves or settings don't stick or are otherwise problematic, then you should uninstall PrecisionX and delete the PrecisionX 16 folder located in the Program Files (x86)\EVGA folder (which does not get deleted during uninstall, and contains 'old' settings), restart your PC, install PrecisionX and begin again..OR..Close PrecisionX, delete all the .cfg files in the PrecisionX 16\Profiles folder, run PrecisionX, then close PrecisionX whereupon the .cfg files will be rebuilt with the default fan and most other settings, then run PrecisionX and begin again..The first way would be the best.
 
This is the way it's always worked as I recall, after v4.2.1..Maybe you're just not familiar with how it works, or maybe you do in fact have a problem with it..Just pointing some things out to you.