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After a lackluster December update, I'm happy to report that Custom Question Lists Phase 2 (saving) has shipped!
If you are participating in the Custom Question List alpha (by checking a box on your profile and waiting), you'll see a new section in the "More" dropdown:
Clicking the + button launch a dialog with the same options as the Filter and Sort options giving you the ability to save the view.
Once configured and saved, the view will be quickly accessible and configurable from the "More" menu:
Please give it a try. If you have any questions, bugs, or feedback, you can reply to this post directly or add a new question with the custom-question-lists tag.
Phase 3 of this project is to add more utility to these saved lists, adding them to the main left navigation and adding indicators for new content.
We've already made significant progress on this front, our production Tag Server is already set up to send back content notifications and I have a version of the web app running locally. It still needs to go through architecture review, get a design treatment, and get a healthy dose of performance testing and other scrutiny, but the end is near.