What edition and version of SAS Studio are you running, and what operating system (OS) is hosting SAS Studio? You can find this from within SAS Studio by clicking on the ? icon in the upper right corner and selecting "About SAS Studio". The Release field will tell you the version / edition, and the SAS Platform field will tell you the OS.
Editions of SAS Studio that use a workspace server (Basic and MidTier) process the autoexec file before executing application initialization code, and the application initialization code for SAS Studio sets all of the options that you mention in your post. So any settings you specify in your autoexec file will be overwritten by the application initialization code. There are a few ways around this but they differ by edition / version of SAS Studio.
For example, in SAS Studio Basic edition, these options are set on the spawner and they can be modified by recreating the service / process with the desired options. If you are using SAS Studio Basic, you can use these instructions as a template for how to change the options on the spawner: SAS Studio Administrator's Guide > SAS Studio Basic > Enabling the X Commands. Note that this change will affect all users.
SAS Studio MidTier edition works a bit differently - let me know if you are using MidTier and I'll post different instructions (or if you are using SAS Studio Single User...).
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