Keep replaced materials of a Game Object even after ending the Play Mode C#

Hello!

I'm able to change an existing Material (named Test_Material_01-02) from a Game Object and replace it by another material from the Resouces Folder. The Problem is, I want to keep the changed materials even after ending the Play Mode? At the moment all changes are resetting after ending the Play Mode but I would like to change the existing materials of the Object forever and if possible put the new ones in the folder where the first materials existed.

The reason is I want to create Objects with 3ds Max, load them into Unity and replace the materials permanently by running a script once!

Thanks for help!!

 using UnityEngine;
 using System.Collections;
 
 public class SetMaterialToo_04 : MonoBehaviour 
 {
     
     void Start() {
         
         Material[] materials = gameObject.GetComponent<Renderer> ().sharedMaterials;
         int Arraylength = materials.Length;
         Debug.Log (Arraylength);
         
         for (int i = 0; i < Arraylength; i++) {
             string matName = materials[i].name;
             
             
             if (matName == "Test_Material_01") { 
                 
                 int var = i;
                 Debug.Log (materials [var]);
                 
                 // Material[] materials = gameObject.GetComponent<Renderer> ().sharedMaterials;
                 materials[var] = Resources.Load ("NewMaterial/TestMat") as Material;
                 gameObject.GetComponent<Renderer>().sharedMaterials = materials;
                 
                 
             }
             
             else if (matName == "Test_Material_02")
             { 
                 int var = i;
                 Debug.Log (materials[var]);
                 materials[var] = Resources.Load ("NewMaterial/TestMat2") as Material;
                 gameObject.GetComponent<Renderer>().sharedMaterials = materials;
                 
             }
             
                     
             else 
             {
                 Debug.Log ("No Material!!");    
                 
             }
         }
     }
 }