it'll automatically load the profile when you log in to the character if they have the same name
it should just load the default one if you've not made any custom ones though, and when you set hot-keys and stuff up, what you're actually doing is changing the default profile. it probably got set to read only some how, or something was restoring from a backup/resetting the default profile to default settings.
it does happen sometimes, but if you make a new profile everything is saved separate to the default things
also if you have more than one client open, and they're both using the same profile, the client that you close last will be the one that saves over the profile last. it also wont contain any changes you made in the other client, because the version that is saved when the final client closes, is the original profile from when that client was opened, with any modifications you've made in that client only. if that makes sense
you can get around the whole problem though by just taking half hour at some point to set up separate profiles for your main characters, makes it so as they dont cross over at all; and you wont have like chivalry macros on your mage and stuff