My experience is that it's lost when you're manually closing the bot by using end task/process. Every now and again when I have just changed settings and the bot freezes, I will just close the game copy it's attached to and wait for DB to close itself. That lowers the risk of losing new settings due to force close.
If for some reason you lose your Trinity settings or Itemlist settings (fresh install, lost on manual close, etc), you can still access themvia the Trinity.xml.
From the main Trinity Config window, use the Import button in the bottom left. Then path to the Trinity.xml
DB > Settings > GamerTag > Most recent numbered folder > Trinity.xml