Here is the list so far. Please let me know if you find more, or test any of these and find that they have been fixed.
Oh and this is just me keeping tabs and hoping developers at EVGA check this often.

1. Statement of where to download it in the quick-start guide. (Searching for Unleash RGB finds Unleash for the Torq.) Searching now directs users to the download pretty fast. (last tested: 2021-09-03)
   
2. Fix the start with Windows option. It always starts with Windows, even when disabled. 
3. Fix key mapping tab view. Switching profiles while viewing the key mapping tab does not always pull the correct key mapping from the mouse. Sometimes they offset by 1. If you close and open it again, it will pull the right mappings.
4. [Bug] Add confirmation of changes not saved while changing tabs (or something like that). Changing tabs from key mapping to something else (like making a macro) without clicking apply, loses all progress. User has to select all changes again. (last tested: 2022-09-29)
5. [Bug] Add warning confirmation to reset button. Currently, there is no confirmation when clicking the reset button. All profiles and settings except macros are instantly lost. (I'm not going to test this one. Some other brave soul will have to do that. Or If someone from EVGA says they've added it, I'll trust that.) (last tested: 2022-02-05)
6. [Feature] Add profile backup functionality. Currently, there is no ability to save and load profiles to and from the computer. (A backup would have been nice after that reset mishap.)
7. [Bug] Add ability to disable Windows notifications when switching profiles. (I think I disabled the notification in Windows. Now it just opens a new tray icon and closes the old one. Super annoying because I have to retell Windows to always show the icon every time I change a profile when Unleash RGB is open.) (last tested: 2022-01-28)
8. Fix color pallet responsiveness.  Selecting colors from the color pallet is clunky and sometimes not responsive. Manually changing number values has a second delay between when the number is entered and when it appears on the screen.(last tested: 2021-09-03)
9. [Feature] Polling rate is per profile instead of per DPI stage. (I realize this may be a hardware feature and not possible, but the Torq had this ability.)
10. [Bug] Mouse lights turn on when the computer is off, if the computer has the USB charging while off enabled. There is no reason a mouse should draw power when the computer is off.
11. Setup popup window has a Canel button. Cancel or canal would be actual words. Canal probably should not be used in this situation though.
    
12. [Bug] Program crash without error message. There are reports of it closing right after trying to open it. A little error message goes a long way. (Should be fixed)
13. [Bug] Export macro popup window has an 'Open' button instead of 'Export' or 'save'. Pressing 'Open' does save the macro. (last tested: 2022-09-29)
14. [Feature] Auto profile switching when designated .exe launched.
       - Brings up correct macro and button profile when certain game launched. (Programs like LGHub and I think Razer Synapse do this.)
15. [Feature] "Play while pressed" should have an option to also cut the macro off when button released, not play the whole thing through on one button press without holding it.
16. [Feature] Ability to add delays between macro events.
       - My current workaround is a dummy key that the game doesn't use like F11 and use that key's Button Down as my delay before the macro loops back to the beginning using the "Play While Pressed" option.
17. [Feature] E-Shift toggle mode option. It would be nice to have the option for this to work like caps lock.
18. [Bug] Changing profiles on X17 while Unleash RGB is open, unassigns macros. It also messed up the macro when I loaded it again. (Changed the C kay to V) (last tested: 2022-01-28)
19. [Bug] On X20: Unable to change settings over wireless.
20. [Bug] X20 Only reads battery upon first starting windows with program set to start with windows. After that mouse works but program says mouse at 0% battery and greyed out connection. (last tested: 2022-02-03)
21. [Bug] X20 mouse wheel does not change colors while charging. No charge level indication.
22. [Enhancement Request] Z20 Keyboard: Let user select a different lighting mode/ custom mode once my TOF sensor hits whatever timeout I have it set to. Specifically I'd love to be able to turn on the raining lighting mode when I walk away from my keyboard. Default could be lights off.
23. [Enhancement Request] Z20 Keyboard: Let user set a TOF leaving value of less than 10s for testing. Make it so the slider doesn't go under 10, but let them type in 1 or 2 or whatever. Trying to figure out how this all works with no manual and having to wait 10-15 seconds to test a setting is a big waste of time.
24. [Enhancement Request] Z20: An option to either turn on monitors that have turned off, or to send an arbitrary keystroke when the TOF sensor triggers would be awesome. It's only half a good idea right now. Why would the user want their key lights to turn on and not the monitor?
25. [Possible Bug] Z20 Keyboard: "When I set the TOF sensor to rain mode, it seems to only update when I move closer? I don't see why it wouldn't be set to play the animation for x seconds or until i touch a key. Explosion and pretty much all TOF modes seem to do the same, if I can even get it to go past the first few frames."
26. [Feature] Mice and keyboards: Add a toggle box and functionality for each assignable key.  "As an example, I could set my left mouse to button 7, check the toggle box, then in Elite Dangerous, I could have my mining lasers fire until I pressed the button again.  Or even add the toggle right to my left mouse if I wanted too.  I can do that with a macro, but I think it would be simpler if each button had a toggle ability already."
27. [Feature] Can you make it flash the dpi you are on? "My other mouse (Logitech) has a feature in the software, where when you change DPI, it flashes on the toolbar, the dpi that you are now running at.  Example...I run at 4000, but if I move it up...it will flash 5000 dpi in the lower right hand screen.  When I do that with the X12...it just says L2, L3, etc."
28. [Bug] Z20 Keyboard: Unable to create macros that contain the 'print screen' key in them. (2022-09-29 Can do on X17 mouse)
29. [Feature] Time based RGB lighting color profiles. "It would be kind of handy to be able to look down at the keyboard and know if I am staying up later then I should as when I am gaming."

Alrighty! Version 1.0.4.0 fixes number 2.
It could have fixed number 5, but I'm really scared to even test that without the ability to save and load profiles. Really, I may have just ignored any confirmation message it might have given and I made up that it's an issue—but having lost all my settings once, I really don't want to do that again.
For number 7, I was able to rapidly-before-it-slides-out click the buttons on the notification to disable them. There wasn't time to read what button I pressed, but they stopped coming.

Version 1.0.5.0 Fixes number 3.
For number 8, changing the 'static on' color is pretty responsive, but when I tried the same thing with 'trigger', it was super laggy. And 'trigger', you can't choose how many colors it has, there is just seven no matter what. I have to endure waiting for the laggy numbers to slowly punch-in for all of them, to get them to be the same color.

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Edit: After some conversations on this forums I have new findings regarding the software: 
1. It seems that most settings are saved in the device. For the Z15 keyboard I am told that only the custom RGB lighting cannot be saved. 
2. The mouse DOES save the custom DPI settings in the device, hence the corrections and edits below. The trouble was that as soon as I closed the software the mouse switched to another profile that was on the device, hence effectively giving me the experience of it losing all the settings I had set when the software closed. 
With this new information, some of my complaints are addressed. 
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Unfortunately I'm not that impressed with my recent purchase so far... My biggest problem with the EVGA keyboard and mouse are the fact that the profile is only saved and applied in the software only. They have updated the software and software can be debugged, changed, and fixed, if the company wants to support their users. What they cannot do is to pull of a miracle and fix lack of design and care in the hardware. I could be wrong, maybe something can still be done to address this via a firmware update, but I seriously doubt it.
My problem is total dependence on this software in the first place. Not being able to save custom RGB profile to they keyboard itself is also really a major flaw. When the program quits or when system is booted to another OS, or just moving the mouse and keyboard to another computer causes all customizations to be lost. ESPECIALLY the DPI settings in the mouse are lost... that one is really painful to me... even the cheapest off-brand Chinese keyboard and mouse save profile to the keyboard/mouse itself and can even operate without any need for special software. This is just a mouse, and this feature has been the norm for gaming mice since 2000's! I get that EVGA is new to accessories, but are they actually 30 years behind? (edit, they are not... Figured out that the DPI profiles are saved in the device)...
Additionally the keyboard is lacking in features compared to competition. I'm not saying that they PCB, or keys are lacking in quality, but the rest of it is missing major features. I think the EVGA keyboard and mouse are very VERY overpriced for the features they provide. For what these things cost, I'm very disappointed. I have two other mechanical keyboards and a mouse from other "Chinese" brands, and they cost much much less that the EVGA, and they are not only better equipped with the onboard features (such as not needing a darn software to configure things, having the memory in the device to save profiles (Edit: even the custom RGB profiles, and come with many more RGB patterns that can be configured from the keyboard itself), and having many more functionality by taking full advantage of the FN key (Edit: custom FN keys can be set via software, but keyboard comes with nothing...), for example to launch other commonly used programs and more media control shortcuts, and many more things) the build quality of the Chinese branded products is the same, or better than this keyboard. Even after the 50% discount those keyboards are less expensive than Z15. I would probably think twice before buying any EVGA branded accessories and do not recommend them... That little metal plate with EVGA logo is not worth $100 more.  
I'm not unhappy with any other EVGA products, and I still think very highly of some of EVGA product lines. I do have EVGA power supplies which have absolutely impressed me. The price for those power supplies are also for very reasonable.  This was the reason that I was willing to pay the price premium to give them a chance, but this time they blew it. I would advice people against buying the keyboards, mice and potentially other accessories that rely on this software since they don't seem to have gotten this right yet.   
Edit: Just having the mouse saving the DPI profiles inside the device solved my complaints with the X17 mouse. This is working for me now, so the only remaining hurdle is the price. If this is on discount (like it was 50% off when I bought it) this becomes much easier to recommend... Keyboard is still too pricy even after 50% discount given that my other hot-pluggable opto-mechanical Chinese keyboard is capable of doing a lot more without any software, and has slightly better build quality, while costing less than Z15 at 50% discount. That's some stiff competition EVGA is facing.  

Version 1.0.7 fixes number 8, I think. It's been so long, I don't remember if I could enter the hexadecimal number for color or not. You sure can't now.

I don't think version 1.0.8 addresses anything on this list.
I was wrong about any improvements regarding #8 in version 1.0.7. I retested color changing in 1.0.8 and though you cannot paste numbers into the hexadecimal slot, you can type in the red green and blue channels. It's still super laggy.

I added the misspelling of cancel. There are a few people reporting that the program closes right away after opening. They fail to provide details like what hardware they are running. Either way, debugging error messages would be helpful.

Updated to 1.0.10.
Number 8 seems much better now. At least one person has reported that they are able to change the colors now where they couldn't before.
Number 12 is fixed.
Found that the Export macro pops up an 'Open' window with an open button instead of export. It does export correctly, but those labels need to be changed.

 
I don't remember if you could import and export macros before. It's nice but not as nice as profile importing and exporting. Also, you cannot import macros from off of the mouse. So now that I have updated, in the key mapping section, it doesn't know what I have the buttons set to that are set to macros.

so how come custom profile can not be saved i dont understand why i have to start it everytime to get it to update should this be a simple fix.. even if they have to go from 9 saved to like 5

Huh?
Are you talking about how it works with a keyboard?
I only have the x17 mouse. It's able to save five profiles onto the mouse itself. Those profiles are not limited. Like, any button can be assigned to any key on a keyboard or any standard mouse button, and a bunch of other things.
Please tell me if that's not the case with the EVGA keyboards.
 
Of course, if you forget to click the 'Apply' button, nothing gets saved. I do that a lot.