Regarding the issue with preferences not being saved:
The only thing we've done is thrown in another line of code that calls "Save Preferences" right before it quits the application. I wouldn't have too high hopes for this to work for those of you that are having this issue as this is what the "Quit" call does in Unity by default, but it's worth a shot. Mind you, we're not having this issue on our Linux install (Ubuntu 14.04 LTS), so as of now, we don't have a reproducable case to debug.
It might be that the application does not have write permissions in the location preferences are stored, so you guys might want to check that and make sure the game can write to the directory in question. The preferences should be stored in the directory mentioned in this section of our FAQ.
We did try the System.Application.Quit call instead of Unity's Application.Quit at one point, as we had the same bug as you mentioned using Unity 4.1. However, this was not a good hack and lead to other bugs (like the application crashing on quit ++). We're using Application.Quit (Unity call) which is the correct way to quit a Unity application and it should also save preferences. That said, once a setting is changed in-game it should actually immediately write it to the settings file.
We can't just fix PS3 wireless support in Unity by simply popping SDL in there for compatibility, as I'm sure you understand. We have to rely on what inputs are received by Unity and what kind of controllers it can recognize as this is how our input system works. There have, in later time, popped up a couple of more extensive third party input frameworks for Unity that offers better controller support across the board than what our system can do currently. However, I don't know if these systems can do anything differently in terms of supporting wireless PS3 controllers on Linux. What I do know is that it would be a major task to start implementing a new input system into the game at this point, and it will bring in a lot of new risks doing just that.
I'm sorry, but for now you will have to connect your PS3 controller via USB for it to work correctly it seems.