I have changed notes in one bar to notehead X. When I copy or repeat the bar the noteheads changed to normal.
This is a known situation and (IIRC) due for eventual update.
Yes, annoyingly they are preserved when you copy to another instrument, but not when you copy on the same instrument. We do hope to fix this in the next update but it has not yet been fixed, so I can’t promise to you today that it will certainly be fixed.
Does this mean that you can create a new instrument to copy them, and recopy them from that instrument to the first one ? This is strange, but if it works, it could save CCMP some time !
It might actually work, yes. I’ve not tried it, though!