I notice that the shell graphics menu lies to me on the actual settings during any single player / IA mission. I'm not exactly sure which buttons will glitch, but a very common example for me is that I'll have local fog turned off, and I'll see local fog on the map! I'll have to turn it on and off to get it off. Plus, after finishing the mission and restarting the game (normally), the same thing happens! I'll have local fog off and it's still appearing on the map.
this happens to me when switching between BZ2 and FE. I have FE set to higher settings than BZ2, but then when I go back to BZ2 I notice the graphics are high again... despite going to the options and noticing they were what i left them at...