In uedit32.ini at section [Tools] if they are user tools. If they are project tools, then the settings are stored in the project file. Are you sure that your tools were not project tools and you have currently not opened the project?
But if all your settings were lost, maybe uedit32.ini was corrupt and after restart UltraEdit created a new INI with default settings.
If your user tool settings are really lost, you should scan your drive for errors. Maybe your hard disk is starting to die.
It's also possible that the settings are stored in the registry at HKEY_CURRENT_USER\Software\IDM Computer Solutions\UltraEdit if you have enabled in the configuration dialog Application Layout - Advanced - Use Registry for settings (not INI file). So maybe you have by mistake enabled this option or your registry was corrupt or you are logged in as a different user.
Note: Since v10.20 completely new installations of UltraEdit have the configuration files like uedit32.ini in a user specific application data directory. So changing the user at Windows login changes also the settings.