Reasoning effort level not displayed on session start and not persisted across sessions

Description

When switching models via /model, the current reasoning effort level is displayed alongside the model name (e.g., "Opus 4.6 · medium effort"). However, when starting a new session without changing the model, the effort level is not displayed anywhere, making it unclear what effort level is currently active.

Current Behavior

1. Run /model → shows model + effort level (e.g., Default (Opus 4.6) with medium effort)
2. Start a new session → effort level is not shown; user has no way to know the current effort level without running /model again
3. Effort level resets to default on each new session

Expected Behavior

• Display the current effort level on session start (e.g., in the welcome message or status line)
• Optionally persist the last-used effort level across sessions (e.g., via ~/.claude/settings.json)

Environment

• Claude Code CLI
• macOS