Correct Procedure To Modify Theme To Avoid Losing Changes

DT 6.6.3 & WP 4.0
Hi,

We installed DirectoryTheme in a vanilla site. Then created a Child Theme selecting all three alternatives provided. We then activated the Child Theme just created and then invested lots of hours making modification in Display Settings. Then we changed back to the parent theme just to check the difference, that is, to check how it was before and how it is now after all work done. But when we changed back to the Child Theme all changes done were lost! We will have to start over!

This post could be related to another:

Performed lots of changes in Display setup and then all were lost

Specific Questions in this post:
Is that the correct procedure to modify the theme settings? That is, create the Child Theme and work over it? If the answer is yes, believe me, it does not work for us!

If anybody can post the “Correct Procedure To Modify a Theme to Avoid Losing Changes If You Decide To Select Another Theme” without a backup we will greatly appreciate it.
Thanks!