I've just added a new lesson to the PSR-2K tutorial site on One Touch Settings. It covers how to move all the OTS in one of the internal styles to a new style for which you want to add OTS. It also explains exactly what get stored in OTS and which freeze setting "groups" the parameters are associated with. Here is a link to the site:
http://pages.prodigy.net/watersj/Yamaha2K/