Yes, its an annoying minor bug, what ZBrush actually remember about your material is the “placement” on the materials list, not by the name…so if you’re using a material not in the default start up materials list, Z will replace the material with the one on the default list that occupy the last material that you use.
Just for example, if you have a red wax material on the top left in you’re material list, then for some reason you open another materials (which not in the default start up position) and it will replace the red wax materials…even though you M fill the objects, whenever you close and open that file, ZBrush will assign the red wax to your objects, again its just simply Z didn’t remember the materials by name, instead by position in the list.
Probably it also happen with texture, I’m not sure.
_Revel