I pinned two apps to the task manager.
After re-booting they all disappeared.

This is a new install from neon-user-20190404-1118.iso.
'Download updates' was selected during installation.

All I did was:
- changing the Look and Feel.
- installed Code::Blocks via the software center
- installed KDevelop via the software center
- installed the Arduino IDE via the software center but the version is older than I am so I un-installed via the software center
- installed Thunderbird via the software center

I pinned Firefox and Thunderbird to the Task Manager.

How do I go about making the pinning permanent?

Thanks.

Have you tried it again?
I wonder there was just a hiccup when it tried to save the settings or crashed during logout or some such (running updates occasionally interferes with things like this).

This is more or less my mistake.
When I changed the Look-n-feel I didn't quite understand the warning message.
Or rather it didn't make sense. Since then I realised, Linux systems are like IKEA. They bolted together a dining table with a kitchen sink and a garage shelf.

Example:
When I selected Arc-dark Look-n-feel, the icons disappeared from the desktop and from the windows. The icons on the Task-manager however did not.
IE: the garage door can be removed as long as the kitchen sink is in place.
(After reading for the night realised, the icons for that L-n-F are missing. Switching to Breeze and the icons are back.)

Example:
Change the main K-menu from 'Application Launcher' to 'Application Menu' style and the icons for Arduino IDE, Netbeans and some others disappear. Others display fine.
That is, the Arduino icon is missing under the Development menu but it is there under the 'Electronics' menu. (Created by the installation)
IE: the dining-table-leg holds up the kitchen sink.

However, opening the K-menu several times, eventually displays the missing icons...
Frustrated is perhaps not the correct expression here.

I expected the Task-manager be part of the overall desktop rather than part of a L-n-F and the LnF affecting the colours only. Obviously, this is not the case.
So, my bad.
I just hope - fingers crossed - it won't collapse on me at the worst time because it behaves on an unexpected way. I REALLY want to leave *dose behind ... and this looks the most promising alternative.

Look-and-feel themes incorporate a number of style elements including the color scheme, icon theme, window elements and desktop elements. I would have expected that installing a given LaF theme should have ensured that each of the component style elements that are part of that LaF theme were installed. I've found that sometimes applications (and desktop elements) may have local caches for certain elements and may require restarting the application (or desktop) in order to completely refresh.

Of course if all you're interested in doing is change the color scheme, that can be done via System Settings -> Appearance -> Colors. Each of the settings panes for the different theme elements also has a separate Get New ... button which can be used to browse and download styles from store.kde.org.