Probably not relevant, but I'll mention it just in case.
If I power off my router and Slingbox at the same time, and then power both on, my Slingbox forgets it has been configured for TCP. Well, actually it's still accessible for TCP because my SlingCatcher and WDTV can still connect to it, but the Mac and PC web players are sent information from the Sling servers to say that it can't handle TCP and thus the web player connects using SNATT instead.
When you say it drops the settings - does it prevent you connecting from a remote location full stop, or is it something like above where it doesn't use the optimum connection mode?
I believe it might be relevant. I am still able to connect from a remote location with pretty good result with the webplayer and old desktop player but iPad/iPhone players only connect in low (really low) quality and prompt me to configure my slingBox for internet viewing.... and when I reconfigure the box the iOS apps performs very good for a couple of days... until... and round and round