You'd need to backup the settings folder (or the whole profile folder).
Or create a junction from the settings folder to the second drive. That might be best if you want something that you can't forget to do after it's too late. (You might forget to re-create the junction after reinstalling Windows, but you can just create it when you notice. OTOH, you don't have to remember to do anything before reinstalling Windows and blowing the main drive away, since the data will already be on the second drive.)