Hi Thomas,
Your problem sounds similar to one I experienced earlier this year.
I wanted to apply an italic character format to my cross-reference formats
but also found it wouldn't stick. Eventually, I discovered that the font
family I was given did not include an italic format. To resolve this,
Is the content you formatted with your CrossRef tag an actual FrameMaker
cross-reference (which we'll call an x-ref here to distinguish it as an
active entity in your document rather than a format definition)? If so, when
the x-ref is updated--which happens automatically when you open the FM