Check your recall filter settings for each scene. This is almost certainly caused by something that is blocked in that scene recall. IE you stored the scene, but that particular scene has that FX unit safed in the scene filter, but then you recalled another scene whose FX status was *not* safed. When you re-load that first scene w/ the FX unit the way you wanted, it does not recall the FX unit.
The good news is that *all* the console status is saved, per scene, regardless of what is safed. So if you discover a stray recall safe, or realize you wanted something more out of your scene recall after storing, fixing is as simple as changing the recall filter. (Assuming you don’t store over it again with new settings.)