Windows 10 loses settings of keyboard layout shortcuts (hotkeys for input languages)

It turns out that the shortcuts are lost when the other session (non-interactive one) interacts.  The solution is to copy the settings to Login screen session and to default settings for other user.  This prevents the settings from being lost.  I believe, it's a bug in Windows, so that it wipes the shortcuts if they are not set in the logon screen session.

The "Control Panel"->"All Control Panel Items"->"Language "->"Advanced settings" Control Panel page has an "Apply language settings to the welcome screen, system accounts and new user accounts" link in the first section (captioned "Override for Windows display language").  Once you click it, a "Region" dialog is opened. On the "Administrative" tab, the top part has "Copy settings..." button.

Copying language settings to system accounts and new user accounts