[McAroni]

I do not use the layers in my working process, but i think this is not possible. As i understand the the layers "store" the annotations and you could have different annotations per Song for different Bands or ensembles for instance. I prefer to make a copy of the song for different ensembles and rename the copy  propably if i need it. 
Maybe you could solve it with favourites and the command bar. Save your settings and colours for your pens and Tools  as favourites  and you have easy and fast access.