Make a default for the Output Module when pre rendering an export in AE ?

The top of the Output Module Templates panel contains dropdown menus. Set Movie Default to the one you want. Here I am setting the Movie Proxy default to Proxy Prorez, which is a setting that I created. 

My Movie Default is set to my version of Lossless with Alpha. If you use the Composition/Pre-render menu, which I do all the time, I also get Lossless with Alpha and the comp I am rendering is loaded into the project. My Movie Default is set to Lossless with Alpha also. That is what I get when I add a composition to the render queue. In the Render Queue/Output module there is also a drop-down that lets you choose any of the templates you have saved. Once properly set up, you never have to click on the Output Module in the Render queue and edit the settings, you just have to pick one of the ones you have saved. My Production machine has presets I have saved for most of my clients. If I am doing a lot of work for a client that wants EXR sequences, I'll edit the templates and switch the Movie Default to Open EXR.