Hello, Sid.
The Sequencer feature of the Maestro Control Center does not save the speed information, but after you create your sequence, you can copy it to a script and manually add SPEED commands where desired. You can find more details about doing this in this post by Amanda.
If you try this and have problems getting it to work, you can post a copy of your Maestro settings file, and I would be glad to take a look. You can save a copy of your settings file from the “File” drop-down menu of the Maestro Control Center while the controller is connected.
Brandon