Are you using the latest verion of the betaflight GUI, while still running the factory firmware on the FC? If this is the case then it will probably be a good idea to update to the latest firmare first, as sometimes using mismatched GUI and firmware causes some settings to not save properly.
For the teenycube you need to select OMNIBUS as the firmware target
I have also attached the manual for the FC and reciever that will hopefully help.
Let me know if you still have any problems!