My settings won't stick.

I keep having to turn off HDR lighting but every single time I go back into the game the settings are all back to default.

Do you press apply before you close the window? Do you shut down your garrysmod without any error (and properly)

Yes and yes.

If you have startup commands like -windowed, sometimes that causes it to not stick.

Since I forgot to erase the startup commands for my monitor size ,that may be it.