Is there any way, that changes done during OS operation surive a restart?
Isn't this an option you can set, that changes automatically are stored?
No. The boot.wim gets extracted to RAM upon bootup, and any changes are NOT saved when you shut it down. Think of it like a "snapshot" of your OS, and you're always booting into that same instance of your OS every time you reboot.
To get around this, you can place SOME of your mining files on the USB drive itself, such as your SGMiner folder and config file. I also placed a PENetwork config file on there, which gets copied over to the X: drive upon bootup. This lets you make changes, and the OS can use these newer changes after reboot.