Did you ever have any luck? Are you using FITs for all calibration or are you mixing FITs and CR2 formats?
Also yes, the storage options for cameras were moved into the sequence settings rather than being global when we moved to 2.5. We put up a lot of warnings in the forum about this and even had a profile migration assistant in SGP to help with this. But I'm sure the message didn't get out to everyone. Sorry about that :-/
Thanks,
Jared