Last Direct Multiplayerconnection does not get saved

Come on, that's not a bug.
If you want that server to be persistant, simply add that server to the list.

It's a bug because "lastServer" always gets saved with a blank string in options.txt and the blank string always gets loaded when you start the game. The only thing missing is the communication between the class, wich handles the options.txt file and the one wich is the direct connect gui.
Fixing or doing the connection between them is just a little fix and possible in a very short time for the developers.

Why I don't add the server to the list is simple: it's not "one" server but many (only the subdomain changes). It's saves a lot of time when you don't have to edit the entry in the list, but only in the direct connect gui, but rewriting the whole address every time I start Minecraft really annoys me, so knowing it's a very small fix, wich can become really annoying I reported it.

Sounds plausible.

Fix:

GuiScreenServerList.java

public void initGui()
    {
...
        this.serverTextField.setText(this.mc.gameSettings.lastServer);
...
    }

    public void onGuiClosed()
    {
        Keyboard.enableRepeatEvents(false);
        this.mc.gameSettings.lastServer = this.serverTextField.getText();
        this.mc.gameSettings.saveOptions();
    }