I would like to save a preset with (ModFactor fast/slow) performance button engaged. I know that a preset can be saved with bypass active, but I haven't found a way to load a preset at slow speed and then use the performance switch to go fast!

As Nick said, the performance button status can't be saved in H9. However, the status of the fast/slow button in ModFactor algorithms can be saved in H9 Control. Therefore, you should be able to save and load presets with "Slow" on in H9 Control.