Now I realize a restart would generally be required for most of that stuff, but sometimes I need to make a change for use later (e.g. default directory) but I don't want to close a session, because it would be inconvenient. But I don't want to end up forgetting, restarting a session later, realizing I forgot to change the settings, disconnecting again, making the change, then reconnecting only to realize that now I forgot what I was going to do once I was connected in the first place! :)
You do not need to disconnect to change saved session. From Session > New Session you can modify stored sessions, while keeping your opened session connected.