Thanks for the tip with the icons! Inbetween I found it - in the manual. 
page 394 in the English manual (for German users rf. page 440 in German manual)
Storing a Master Section Preset in an Audio File or Audio Montage
You can store the current settings of the Master Section along with an audio file or inside an audio montage.
• To store a current setting in the Master Section along with an audio file, in the Audio Files workspace, select Edit > Store Master Section preset along with audio file. The preset is stored in companion files.
• To store a current setting in the Master Section as part of an audio montage, in the Audio Montage workspace, select Edit > Store Master Section preset inside montage.