When I build an asset bundle, does it keep the Inspector compressions settings, etc?

I have an asset folder full of WAV files. I have set them all to be compressed OggVorbis in the Inspector.

When I build an asset bundle containing these files, will they keep their compression settings as set in the Inspector, or will the go into the bundle in their raw WAV file format?

Similarly, if I have Photoshop format files and I have turned them into DXT format in the Inspector, if I put them into an asset bundle will they keep their DTX format?

Yes - it keeps the metadata associated with the files, which includes the import settings.