Is it possible to save brake difficulty settings between scenarios? What was selected with Ctrl-Shift-1(2)?
No. The selected value is loco specific and only valid for the current scenario and will be saved in a savegame for a scenario, if the loco developer has set it up correctly. Not too hard to select again when running a new scenario. There is locos which save their settings or driven miles - that requires write permissions to the game's asset folder though and is not officially endorsed. Train Simulator comes from a time where it was normal to save everything into the game folder, instead of using the Windows profile specific Documents or AppData (recommended by MS) folder on a per-user basis.