“To save a custom endpoint configuration that includes all VST instrument or MIDI instrument plug-in instances, click Save Endpoint Configuration in the action bar of the corresponding section of the VST and MIDI panel.”
For future searchers, what they are cryptically referring to is this tiny button under Play > VST and Midi tab …
Hard to find, but easy to remember if you think of emptying campervan toilets as an endpoint.
EDIT: False dawn. I found the button, saved endpoints, manual-added them to a custom playback template. But it still doesn’t apply as expected. Aaarrgh!