I do confirm the exact same bug with Nuendo 7.0.35, Mac OS 10.11.3. Also, having Mac OS 10.8.5 on a separate drive, I made a try as well with this other (very stable) Mac OS: same bug.
As you do, I have to re-setup manually VCA group at every project re-open. Funny thing, 7.0.35 notes include a certain number of VCA issues solved…
Speaking of re-setting manually every time, Mix Console zoom setting is never stored within projects: to get all of my tracks view inside Mix Console, I set zoom size for this.
Using Track View, I limit to 25 tracks or groups visible inside my Mix Console. But I want to see them all at the same time (no scrolling).
Then I make a specific Mix Console configuration with a specific name, assigning it to a specific position (ie n°1), then a specific Space Work with its specific name for my whole project setup.
Result: each time I open a project, Mix Console never reopen with the same zoom but always reopen with a larger zoom which hides some of my tracks.
Sorry if this is a known bug, I tried to make a Forum search but no luck (maybe I’m not too good at it ). If someone has a link to it, I would be pleased to leave a message there.