In the data source you have the following events

AxisAddHierarchyAsyncCompleted
AxisRemoveHierarchyAsyncCompleted
AddFilterAsyncCompleted
RemoveFilterAsyncCompleted
AddMeasureAsyncCompleted
RemoveMeasureAsyncCompleted

These get fired when the user Adds / Removes Filters, Columns and Rows

Create 4 distict lists to contain this information

List<string> measures, cols, rows, filters;

Then on each of those events add / remove accordingly

private void Ds_RemoveMeasureAsyncCompleted(object sender, Infragistics.Olap.RemoveMeasureAsyncCompletedEventArgs e)
{
measures.Remove(e.MeasureUniqueName);
}

private void Ds_AddMeasureAsyncCompleted(object sender, Infragistics.Olap.AddMeasureAsyncCompletedEventArgs e)
{
measures.Add(e.MeasureUniqueName);
}

private void Ds_RemoveFilterAsyncCompleted(object sender, Infragistics.Olap.RemoveFilterAsyncCompletedEventArgs e)
{
filters.Remove(e.HierarchyUniqueName);
}

private void Ds_AddFilterAsyncCompleted(object sender, Infragistics.Olap.AddFilterAsyncCompletedEventArgs e)
{
filters.Add(e.HierarchyUniqueName);
}

private void Ds_AxisRemoveHierarchyAsyncCompleted(object sender, Infragistics.Olap.AxisRemoveHierarchyAsyncCompletedEventArgs e)
{
if (e.AxisType == Infragistics.Olap.AxisType.Row)
rows.Remove(e.HierarchyUniqueName);
else
rows.Remove(e.HierarchyUniqueName);
}

private void Ds_AxisAddHierarchyAsyncCompleted(object sender, Infragistics.Olap.AxisAddHierarchyAsyncCompletedEventArgs e)
{
if (e.AxisType == Infragistics.Olap.AxisType.Row)
rows.Add(e.HierarchyUniqueName);
else
rows.Add(e.HierarchyUniqueName);
}

You can then serialize or (somehow) save those lists and then next time you load the Pivot you can set those in your FlatDataSourceInitialSettings()

 var settings = new FlatDataSourceInitialSettings();

//Load up your rows, columns, measures and filters and create a comma separated string for each one I assume you can figure that part out yourself

 settings.Rows = GetCommaSeparatedList(rows);

 settings.Columns = GetCommaSeparatedList(cols);

settings.Filters = GetCommaSeparatedList(filders);

settings.Measures = GetCommaSeparatedList(measure);

Hope this helps!