Good question. I've actually done quite a bit of investigation of kagi's features lately, and although I knew about custom bangs, I just in the back of my mind thought of them as going to external sites.
I recently helped a friend set up, and I really liked the onbaording steps. So one option could be to have similar "learning sessions" somewhere. I also saw that you have some youtube videos. They could be linked to from somewhere, and of course you should create more of them then.
With regards to making lense choice persistent. I see that the "All results/Verbatim" are persistent, with a clear link next to it. But it only seems to be for that. I am not a designer, but maybe something like this to generalize it. So every search option is "remembered"?
