I know you can visit home() directory and edit _command.prg. But then you have to open it in some other text editor... which you never remember to do, so useles junk, typos, remain in your command window history until you lose it all in a first decent crash.
You can Modify Command Home()+"_command", but that's pretty much read only. Your changes won't be ssaved. Or, they will be saved, but they will be overwritten with the current contents of the command window.
Here's how to do it simple. Delete whatever you don't need from command window. Don't touch it after that. Just quit. Next time you launch Fox, command window is as you left it.