As of version (placeholder for version), Appium Inspector can be launched with a file with the '.appiumsession' extension.
When opening Appium inspector, if you fill in the capabilities and server info and hit File > Save you will be prompted to save the .appiumsession file to a location in your file system. After closing Appium Inspector, you can re-open Appium Inspector by launching your newly created .appiumsession. If you change the contents of your capabilities or your server info during an Appium inspector, clicking "Save" will overwrite the contents.