Zend Support sent me a fix for my unsaved-preferences problem with ZDE for OS X: Create a folder “~/ZendIDE” (that’s a “ZendIDE” folder in your User Home directory) and put two empty files named “ide2.conf” and “properties2.prp” in it. CHMOD them all 777 and start up ZDE. It worked; ZDE is now saving my preferences and key bindings.