At the bottom of the "Custom:" menu in the brush or NDF interfaces, select "Save Current Settings As New Preset".
This is a "local" preset that is used within the context of the brush or grad filter. Brushwork cannot be included within a general Develop Preset, but the filter can be.
Thank you Elied, that worked. I have saved presets for the ND filter for the sky and hue/saturation settings for the grass and water when using the brush.