I have always had the same problem as well. In Prefernces > Annotations, I have the arrows changed to "solid", but the the symbols always start as 'hollow' arrows and I have to change them manually. I am using NX 7.5.5.4...
I don't mean to go off on a tangent, but does using NX8.5 still have the feel of a computer program written for Windows 3.1 like NX7.5? I just want to make sure that NX8.5 will not force me to load a DOS prompt screen to use certain features.