Elaborating a bit on Chris' answer:
Scenes do not store parameter values, store the channel selected for each effect. This means you have to set up a different channel in the delay block for each of the desired configs. For instance, channel A 1:1, channel B 1/2, etc. Then, for each scene, you select the appropriate channel, and the scene remembers the selected channel.
When you modify the settings in one channel, the changes apply to all scenes using that channel.
Think of the blocks as a physical device (e.g.: amp) with different channels. If you turn the knobs for a given channel, they stay that way when you change channels.
And also, regarding delay, bear in mind that strange things may happen in the transient between different tempo configurations. If you want seamless changes, you need to use several copies of the same block.
