You probably found a solution, but I just encountered the same problem - materials in Bevel and Extrude slots looked fine in the editor, but they disappeared when reopening the level or rendering via Movie Render Queue.
What helped (I don’t know how good this method is, I only needed one frame, so it helped me):
I set keyframes for the materials (Bevel and Extrude) in Sequencer - right at frame 0.
