thanks for confirming. I assume you are using Local spatial Anchors with OpenXR correct? If so, you need to save your anchors as ARPins as covered in our docs
Without checking your implementation, I couldn't say exactly what is happening, but Unreal has its own doc on how to save/load/delete ARPins.
HoloLens allows you to see all local pins through Device Portal / Map manager.
If you're looking to use Azure cloud services to store your anchors, we have a doc that can walk you through integrating Azure Spatial Anchors. Note that you can have local and Azure anchors in the same project without conflict.