Yes they do.  In my test lab I installed FCS ( Clientinstall.exe /nomom ) and made some changes to the Automatic scanning and Exclusions areas. 

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I then installed FEP (fepinstall.exe /s /q) and the settings that were in FCS stayed in FEP.

I’m sure the settings stay the same if FEP is deployed via ConfigMgr but I did see a video where they did not.  I just had to test it out myself to make sure.

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