Hope someone finds this helpful.

If you're playing music from a source that contains its own playlists (e.g. an SD card with .m3u files), you may have noticed that the "Random Playback" setting is lost when you turn off the engine.

Here's a solution that's somewhat obvious, but it took me a bit to figure it out:

When activating the "random playback" setting, make sure that you're playing a song DIRECTLY FROM THE ROOT OF THE SOURCE, and not via a playlist.

Here's how:

If you're in a playlist, go to "Folder Up" (or hit the "Back" button). Now you're in the root folder of the source medium.

Scroll down past your playlists, and start a song from the root.

Now go to "Settings" and check the "Random Playback" box.

You can now go back to playing music via your playlists, the setting will be preserved.