When you save on Sd or floppy, on the final SD SAVE or DISK SAVE screen there are three pages.
This had me confused for a very long time, I didn't realise that there were 3 pages.
Go to Page 2 and you will see that (normally) saving User MIDI Settings is set to NO.
Clear all of the save settings and then set User MIDI Settings to YES.
This should save a .md file that you will be able to recall in the future.
Practise it first and I will be grateful to hear if all goes well for you.
There's a little info about .md files here:
http://technicskn7000.com/technics-instruments/technics-file-types/kn7000-file-md/I will expand that in the future. I'm still waiting for technology to advance so that we can have 30 hours in a day
Best wishes,
Mike