The SetSetting documentation page (https://developer.roblox.com/api-reference/function/Plugin/SetSetting) does not specify you are not able to save certain userdata.
For example, you are able to save a Vector3, however, not a Vector2, Color3, BrickColor, or Faces. (There are obviously a slew more data types, but I only tested with the previously stated data types)
It would be nice if the page would specify what userdata it supports.