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Privacy Bar will not stay visible and disappears at startup.
Just tried and find nothing unusual - aside from the usual, ancient GUI bugs.
In the Klassic skin folder is a file
skin.js, which contains the default toolbar positions and visibility for this skin layout.
Not sure when exactly this should kick into action, yet in practice this seems to overrule user settings at every start. As a workaround, remove or rename this file to e.g. skin_js to disable it, and start again. Or alternatively, copy your own "toolband" prefs from profilefolder/prefs.js over into skins/Klassic/skin.js
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More quickly noticeable related to the problem is that the right-click on toolbars doesn't show until privacy bar is enabled--right-click on toolbars don't show toolbars enable/disable or toolbars options until privacy bar is enabled. Once KM is restarted right-click toolbars options disappears along with privacy bar.
This toolbars menu is tricky anyway: it only appears when clicking in a free space, and sometimes there just is no free space left... Try clicking in various places...? Or use the View menu to open it (if text menu not visible: Alt+V in english)