The location for the FX Chains is set under Options(Windows), Preferences(macOS) > Locations > User Data location. By default, the folder that contains the FX Chains will be located in Documents > Studio One > Presets > PreSonus > FX Chains.
Make sure this directory can be written to. Also, make sure this directory is not synced to iCloud or another cloud based utility. This will make Studio One assets not available.
Please check this location and see if there are any presets in that folder.
If you changed the default Options/Preferences > Locations > User Data to another location, then this could make it hard to save/recall presets.
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