Hi, I realise this is an old-ish thread, but I have recently started having a similar problem (perhaps since the last system upgrade...?). I used to be able to change which apps I had in that bottom row of shortcuts, but now I can't. And the Settings path you describe above doesn't exist (and I can't find a similar setting under either the Lock Screen or Security menus).
When I edit my home screen, I can move/remove the apps on the main section of each page, but this bottom row disappears from view and isn't accessible to edit.
I did have GoSMS in my bottom row, but last week had to uninstall it and reinstall it. When I uninstalled it, it disappeared from the bottom row, and now I can't put it back. So I have a phone where I can't make SMS one of the primary shortcuts, which is ridiculous!
Any ideas would be greatly appreciated.