Hi there, Marty! This is Marc. Thanks for reaching out to the community.
To make it stick, go to Settings → Accessibility (or Ease of Access on older Windows versions) → Keyboard, and turn on Sticky Keys. Then, click the Sticky Keys options link and make sure “Allow the shortcut key to start Sticky Keys” is unchecked (so accidental key presses don’t toggle it off) and “Turn off Sticky Keys when two keys are pressed at the same time” is also unchecked.
If the issue persists, try updating your Windows version in Settings → Windows Update, as some past builds had a bug where accessibility settings wouldn’t persist. You can also check Microsoft’s guide here: https://www.microsoft.com/en-us/surface/do-more-with-surface/defining-sticky-keys
Let me know how it goes.
Best regards,