Any of the user-defined probes created in the Hardware Manager in the project flow are automatically persisted by the tool. The next time the project is opened and you connect to the hardware target using Vivado Hardware Manager, these user-defined probes are resurrected. If these user-defined debug probes participated in Basic triggering or were added to the Waveform window, on project open and connecting to the target in the Hardware Manager, you will see the probe setup in all the windows exactly as when you closed the project earlier.