Keys and macros don't get saved if ryzom crashes. It might be that you made changes and crashed sometime after. Try exiting the game right after you change your keys and macros. At least that worked for me on both windows and linux.
Keys and macros are saved in your ryzom/save folder (directory) in a file named keys_yourcharname.xml, you can just copy that file to back it up.
Keys and macros are saved in your ryzom/save folder (directory) in a file named keys_yourcharname.xml, you can just copy that file to back it up.