Thanks for looking into this, runger, whoever you are.

Nothing jumped out at me, so I had to do a little bit of additional testing.  Here's what I found out.  When I created a simplified class very similar to yours, I got no errors.  Only real difference is I moved the creation of settings into the separate method, rather than in each testmethod.

My passing code looked like this:

public class zzTempTestListSettings {

static void setDefaultSettings() {
// first delete any existing settings so there's no conflict
ONEN_CampaignMbrStatusSettings__c[] oldsettings = ONEN_CampaignMbrStatusSettings__c.getAll().values();
ONEN_CampaignMbrStatusSettings__c[] setsDel = new ONEN_CampaignMbrStatusSettings__c[0];

for (ONEN_CampaignMbrStatusSettings__c setting : oldsettings) {
setsDel.add(setting);
}

if (setsDel.size()>0) delete setsDel;

ONEN_CampaignMbrStatusSettings__c set1 = new ONEN_CampaignMbrStatusSettings__c (
Name = 'foo1',
Campaign_Type__c = 'Communication',
Campaign_Subtype__c = 'Email',
Status_Label__c = 'Opened',
IsResponded__c = True,
Default_Status__c = false
);
insert set1;
}

@IsTest public static void testOne() {
setDefaultSettings();
}

@IsTest public static void testTwo() {
setDefaultSettings();
}

@IsTest public static void testThree() {
setDefaultSettings();
}


}

but when I added a bit of the action from my original test back in, it started to fail in the same way it had to begin with.

My failing code looks like:

public class zzTempTestListSettings {

static void setDefaultSettings() {
// first delete any existing settings so there's no conflict
ONEN_CampaignMbrStatusSettings__c[] oldsettings = ONEN_CampaignMbrStatusSettings__c.getAll().values();
ONEN_CampaignMbrStatusSettings__c[] setsDel = new ONEN_CampaignMbrStatusSettings__c[0];

for (ONEN_CampaignMbrStatusSettings__c setting : oldsettings) {
setsDel.add(setting);
}

if (setsDel.size()>0) delete setsDel;

ONEN_CampaignMbrStatusSettings__c set1 = new ONEN_CampaignMbrStatusSettings__c (
Name = 'foo1',
Campaign_Type__c = 'Communication',
Campaign_Subtype__c = 'Email',
Status_Label__c = 'Opened',
IsResponded__c = True,
Default_Status__c = false
);
insert set1;
}

@IsTest public static void testOne() {
setDefaultSettings();

//added MMS

//create a campaign that WON'T trip the trigger to ensure that all of the statuses
//exist in the CampaignMemberStatus table -- to prevent test errors when statuses don't
//already exist in production.
Campaign newCampaign = new Campaign (
Name = 'Bogus_Campaign'
);
insert newCampaign;

List<CampaignMemberStatus> newStatuses = new List<CampaignMemberStatus>();
CampaignMemberStatus statusSix = new CampaignMemberStatus(
Label = 'Invited',
CampaignId = newCampaign.id,
HasResponded = false,
SortOrder = 12
);
newStatuses.add(statusSix);

CampaignMemberStatus statusSeven = new CampaignMemberStatus(
Label = 'Attended',
CampaignId = newCampaign.id,
HasResponded = true,
SortOrder = 13
);
newStatuses.add(statusSeven);

if ( newStatuses.size() > 0 ) {
insert newStatuses;
}

}

@IsTest public static void testTwo() {
setDefaultSettings();
}

@IsTest public static void testThree() {
setDefaultSettings();
}


}

When I run this, testOne (which runs first) passes.  testThree (which runs next) fails with "invalid cross reference id" on the custom setting deletion.    testTwo (which runs last) also fails w/ invalid cross reference id.  This is different from my original code, in which the third test to run doesn't encounter this issue.

So I have no idea why it behaves this way.  It still seems totally buggy to me.  But maybe it's because I'm doing some other DML operations after doing the setting DML's?  Or because I'm causing other triggers/classes to run?  BTW, none of that other code writes anything to the custom settings object - it only reads from it.