for instance I have a .zsh file that I would like to always open in sublime as a "Shell Script (bash)" file type. Currently it defaults back to a text file format even when I change and reopen it.
Look in the bottom right of the window.
Click the file type name. Let's assume it is 'Shell Script (Bash)'.
Notice that the first option is 'Open all with current extension as...'
Follow the obvious steps from there and you should be all set.