(snip) why would you want to set it from the CHDK menu (snip)
Just to start the camera at a certain zoom step which is always the same. And that I want the camera to keep. (snip)
On the SX50 you have Custom 1 and Custom 2 which are built into the camera. (C1 and C2 respectively on your dial). They recall focus and zoom, in addition to numerous other settings. It's pretty diverse. For example, you can set C2 to be HQ mode, zoomed to a certain level, manually focused just so.
In camera mode set mode and functions you want to save; also zoom and manual focus. Now press Menu, Save Settings..., and destination C1 or C2.
However, you seem to want more than two settings. My advice would be to look at the markings on the top of the lens. While only a rough guide you should be able to learn where each 35mm equivalent is, approximately, but looking down on your camera and zooming it there.
It would indeed be nice at some point to see extra custom settings added, ideally where you could name them.