I can't help with the first question. When you change a theme, it is natural for apps to be in different places. Once you move the apps where you want and say you change themes, then go back to the one that has apps where you placed them, you won't have to move them again.
Posted from my CrackBerry at wapforums.crackberry.com
The BB should be able to save the icon location of all of your application. If it is not doing that then you should see if there is an upgrade. (maybe try to get 4.5 hh code) If it is still not working then I would call up your carrier and get them to open a ticket with RIM. (Nothing like talking to the source)