I have to keep restarting Unity....

To see any major changes I make in the editor. It drove me crazy for a few hours as I was trying to get RT shadows to appear on objects. But once I restarted the changes were there. The problem also appears in an umber of other instances as well.

Is this a bug in the engine? Or am I doing something wrong

Definitely sounds like a bug. Please file a bug report from within the application so that Unity can look at it, and include as much detail as possible - if this were an issue to reproduce issue, I imagine that it would have been noticed by now.