@chupachups
I could not remember which of the two screens contained the mouse axis. I think my suggestion for remaps would only apply to items in the Quick Menu -> Controls. Since the mouse axis isn't in there it must be the override that is supposed to save it.
I think there have been reports of some settings not saving correctly as expected. I read someone was able to save settings by opening the retroarch menu from within Emulation Station and therefore no ROM was loaded. Might be worth a try if you haven't already.
EDIT: I can confirm that neither overrides nor remaps will save a mouse index setting for me either.