The configuration being lost is expected.
It’s an issue with Docker on Windows. You need to restart the containers to have them reconnect properly.
So from the command prompt (for your specific installation):
As to why you’re not getting a database file created, I’m not sure. If you can get me TeamViewer access, I’m happy to have a quick look for you. Please PM me the details. It will either need to be “now”, or tomorrow as I won’t be around much longer today.