Hi,
No, I don't have the separate setups option.
I haven't told the whole story: I'm playing with wet weather races only, so the game pops a message when I start the race, asking if I want to alter the car setup.
Until Hockenheim, it did work, the setup was correctly applied. But this time it didn't. I had to load it as I did with dry races: go into pre race practise to load the setup.
And the bug doesn't appear on non championship races.