First.:
I join on server an make the settings and go back to game. I open the settings again and change nudity. Make a restart vom PS4 pro.
Settings was note saved
Second try:
I start Conan an make the settings before I join a server. I change the Nudity too. I join the server and change the nutity again.
Settings not saved
Sorry about that hopefully some one with more knowledge of this will see your post my info is based on a fix from a few months ago. You may also want to post in a different thread.