Think you are talking about a bookmarks?
if you already did a login one successful, then Shell link prompt keep it for next use, it is greylight when you get to Shell link again.
If you want to bookmarking your links to different servers, then use Ctrl-\ hotkey
There you can bookmark and edit your links
If any problems with saving it to use it again, then need to check access permissions for mc configuration files.
Maybe your env at console not allow you to rewrite and you do not have a change when restarting mc.
By default it keeps files in user home folder:
think, in your situation the issue can be solved through permissions to write for
it keeps everything you typing and listing before