I'm using SQL Developer 3.1.06.44. Under Preferences --> Database --> SQL Formatter --> Oracle Formatting, you can create a new Profile.
When I try to save my profile it appears that certain characters aren't allowed. Instead of alerting the user, it actually appears to have saved the new profile. The title of the profile is in the drop-down menu of choices. You can go on to make changes to the new profile and they will show up in the preview. After you're done, click OK. You will then find when you format your SQL, it's not what you configured. Going back to Oracle Formatting, the profile you created is completely gone from the list.
I tested a few characters... \n, - and /. Of those, any profile name with / anywhere in the name will be deleted silently.