I see you use KiCad V5.0.2 which is now 2 years old
(meh short of 2 weeks)
… and there have been a lot of bug fixes in those two years. On top of that, KiCad as a whole is pretty dynamic and there are lots of small incremental changes being made.
I have not experimented much with thermal relief settings, there are some gaps in my knowledge there, but I do know there are a lot of places which have settings for them: Pads, Footprints and Zones, and you can also change some of them in a footprint with the Footprint Editor and in Pcbnew.
I’m guessing that you have changed several of these settings, and have now some interaction between those settings which is hard to comprehend.
As far as I know, the Thermal Relief settings of a Zone are the most global in KiCad, and those work for all pads, unless footprints or individual pads override the settings.
If you select a Zone and then press e to edit it’s properties, there are 4 options for “Pad connections” you can select from a dropdown menu: Solid, Thermal reliefs, Reliefs for PTH, None. In KiCad V5.1.8 it looks like:
In the lower left of the Copper Zone Properties window (at least in KiCad V5.1.8) you can also export the settings to all other zones at once (Hmm, finer control would be nice…) and this makes this settings pretty much global to the whole project.
If you want “global” to mean for all future projects you make, my best guess is that KiCad copies an empty project from a default project when a project is started, and I’ve never looked into possibilities to change that. You can however create a “template” out of any of your existing projects, and then use that template to start a new project. Some pre defined templates are in the project manager: KiCad / File / New / Project from template