Shelly helpdesk asked me to test this using the web user interface of the device. (using the http://192.168.x.xxx addressing in the browser).
If you call the device in this way in the browser, you can set and save the settings for button 2.
(and they are immediately reflected in the APP and the cloud, if you are connected to the cloud)
They told me the issue would be reported and fixed (in one of the next firmware updates)
Yesterday I noticed that the Dimmer 2 has a firmware updated ready to be installed, but I have not tested if this issue was resolved.
In any case, you have an alternative for setting the commands for the second button.
success !