After highlighting text in an emacs buffer using a regexp (1), it's easy enough to write the setting in the file (2), but I am missing a third step for persistence.
(1) Set
Doing M-s h r (highlight-regexp) and, say, \{.*\} followed by italic will highlight everything between curly braces in that style.
(2) Write
Subsequently calling C-x w b (hi-lock-write-interactive-patterns) will write the string
# Hi-lock: (("\\{.*\\}" (0 (quote italic) t)))
in the buffer, after asking for the comment string (I used #).
(3) Re-use
What is the third step needed to make this highlighting persistent, i.e., to make it survive saving/loading the file from disk?
If you C-h f hi-lock-write-interactive-pattern, you'll see in the help buffer a link to hi-lock.el. Often Lisp libraries have some usage information at the beginning of the file and it's handy to check.
In this case, it tells how to make it persistent:
;; To enable the use of patterns found in files (presumably placed
;; there by hi-lock) include the following in your init file:
;;
;; (setq hi-lock-file-patterns-policy 'ask)
;;
;; If you get tired of being asked each time a file is loaded replace
;; `ask' with a function that returns t if patterns should be read.