I added a couple back and did another wifi sync. They're still showing. Strange little problem! Oh well, meant to customize that at some point, good time to do it!
I haven't seen any explanation or update on this from Garmin but this issue seems to be resolved for me. I have synced several times with no loss of controls menu.
Since I saw reports of this on multiple firmware versions back to 4.10, and they all started at the same time, I am guessing it was an issue of pushing out bad data on Garmin's end.
Sorry to hear your hot keys are deleting after a sync. I tried testing this on my Fenix 5x, but could not duplicate. However, the forum you showed me helped get a potential case approved by my helpdesk. First, remove the Fenix 5x from the app under Garmin Devices. Then ensure the Fenix is removed by checking your phone under Settings > bluetooth. Also remove the Fenix 5x from Express then test the Fenix 5x by adding a couple of Hot Keys, then sync a fake/test workout. If you still have the issue email me back with the entire Garmin folder except the massive 4GB topo map which is a .img file