So far you've have only selected an inspector palette by clicking on the corresponding icon.
More than once you had to switch between the various palettes within the same selector.
If you want to have an inspector palette always activated, you can double-click on the corresponding icon.
As you can see in the screenshot there are small padlock icons on top of the Fill property inspector, the Lines and Shapes property inspector, and the Shadow property inspector.
This is a visual indication that these inspectors are always ...