[SEE]

You can set your ammo belts in SP but DO NOT hit the Back Button when you have set your guns up. Once finished, select SAVE AS - type in your name and only select the OK button to exit each menu.

Thanks to GRathos 335 for that tip!

To confirm that the loadout has saved:-

Navigate to the game folder in the 1cPublishing director and using Notepad or Wordpad open the USER.INI file. Convergence and Loadouts are stored there with whatever name you gave that loadout.

When you re-launch the game you should see your custom loadouts listed in the weapons loadouts menu by whatever name you gave them.