It comes up for each team (2x). SET sets the default lineup and batting order. The AI will use that if set (for the specific format) and for human players it'll highlight the default lineup and batting order (you can still change it before proceeding).
I think for Human players, it should just come once. I think the flow should be something like this:
a. In Team Selection, I select 11 players, save them, if needed, to a file X.
b. In Batting Order screen, after making changes and hitting Save button, the order would be saved in the same file created in the previous step (X). I think over here you should not ask again for a Save slot, it should put the order in the file saved/loaded in step 1.
c. In the same screen (batting order selection), Set button should mark file X as default lineup for the current match format.
Apart from those crashes (and occasional black screens), game works really well. I love the fact that simulations run so fast. The new camera angles are good, but I prefer the earlier dynamic one (it gives an effect like you are watching real cricket broadcast).
One issue I noticed was that Australian domestic sides are marked as International sides and hence Quick ODI matches result in them getting selected.
I have had consistent crashes when getting bowled during net practice, so you might want to look at that.
Will post more later once you figure out what's wrong with India and/or Pakistan