I've just performed an upgrade (in place) from 11.4 (patch 6) to 11.5 on our development NonStop X. During the upgrade all Thresholds and our custom Databases configurations were lost. According to Installation Manual (page 186), this is by design. And it was always like that on previous upgrades, right? I think, in the future releases, you should make an UPGRADE scripts to preserve all defined thresholds and databases, maybe even Analyst.
Assume this post as RFE for your Product manager and developers
Thank you for bringing this to our attention. I've passed your RFE to our product team. I will provide some tips for doing a mnanual pre-upgrade backup.