SE support or lack there of

[Impulse]

Back up your USER folder from the game's directory. I always kept regularly backing up mine in XI because there's nothing worse than losing all your macros and settings (with the exception of forced rear-entry by Cactuar).

Macros/UI changes don't save until you log out of your character or shut down the game normally (not exactly sure which, but it's one of those). You won't lose all of your macros upon connection loss/forced shutdown, but only any changes you have made since logging in.