So if you set up an individual mode, does it remember that and start up in that mode every time?
Yes
Yes but if you have the engine set to "sport" it doesn't actually take effect.
Same with "sport" it remembers its in Sport mode, but to get the engine in sport mode you have to select another mode, then select sport again.
All of the other settings from Individual or Sport mode remain engaged tho - DCC, lights, AC etc etc.
Its probably something about emissions testing.... the test is "turn the car on, measure", so they don't want it screaming.