Sorry for spamming, no edit option for my posts.
Either way, it seems that the G400s randomly saves the settings and sometimes does not, regardless of if you just unplug it from the computer while it's on or if you shut it down first.
This would not be an issue if the mouse did not reset to 250 DPI, the DPI buttons do seem to work in game too, only issue is that they only do 50 DPI increments and no indicator of what DPI you currently have so it's hard to recommend this particular mouse for Cross Hair.
Unless you want to press the DPI button a couple of hundred times when you start your game.
Went and bought a cheap Corsair Harpoon, which is awful ergonomically compared to the G400s, but works like a charm, DPI button with 5 different settings up to 6000DPI, LED that indicates which one is selected etc.
Not on the supported mice list but it works well.