I've had a problem with the persistence module in Ubuntu 17.04. (I have used this particular file for any diagnostic help: ubuntu-17.04-desktop-amd64.iso.)
I have followed several steps including:
Creating a bootable USB using Linux Live USB Creator in Windows, creating a 4GB persistence module on a FAT32 usb (Sandisk, 32GB) - Failed, none of my settings/apps remained
Created a USB while in Ubuntu 17.04 in Unetbootin, FAT32, 4GB persistence module - Failed, none of my settings/apps remained
Formatted the same USB stick with Gparted, creating a 4GB FAT32 partition, a 4GB ext4 partition (labeled "casper-rw"), and a spare remaining FAT32 partition. Used Unetbootin to install Ubuntu 17.04 + 10MB persistent module, then removed the 10MB persistent module. link here.
I have tried another 16GB ADATA USB stick and formatted it using method 2) above, thinking maybe settings did not apply because of something to do with the brand of the USB stick. I'm kind of out of options
If it helps, I've selected "Try Ubuntu Without Installing" everytime the prompt comes up; however, I'm not sure if this information is pertinent to my problem or not.