I think I have had this happen to me once. Do you happen to have any other metro game installed? Like the original version of 2033 or last light? I believe they have some files which have the same name and as a result conflicts with the redux versions.

I found that the AppData (C/users/user(you)/AppData/Local/4Agames) folder only has one Metro 2033 folder containing only one user.cfg file. It's likley this one who has been overwritten or changed in some way. You can try and restore the file to a previous version if there are any using right click -> properties -> earlier versions. But It would not show any previous versions for me.

You could also try deleting it as I believe a new one will be generated once you launch the game.

However, You can change keybindings from the before mentioned user.cfg file aswell as difficulty. Or you can possibly use the user.cfg file that is in the Metro 2033 Redux installation folder.

In the APPDATA user.cfg file I found the following:

g_game_difficulty 5
Ctrl+F and find the line. Mine is at 5(presumably ranger hardcore.)

ranger_mode_game off
There is also a ranger game mode line I found which seems to be turned off for me which is probably a leftover from when I last played and the and likley bugged as you but I cant say for sure. Try and set it to on if it's off.

I'm not 100% sure as to how all this works as im sure you can tell. You might have to restart the game multiple times to se any changes or unchecking the "read only" option in the user.cfg file properties.

Annoying as hell all this. With this issue happening you might have been screwed in getting difficulty related achievements etc and I dont know if anything can be done about that even if you manage to fix it. However if you do you can find save files in the C/documents/4agames/metro2033 folder and maybe restore restore a previous save file from before you got bugged and had your difficulty changed.