When you create the site it first asks you for a name, then for a number, for the type of site. Since I Had no clue what i was supposed to type in there I typed in a question mark, and everything worked splendidly. I later typed in a number at a different site, and at that site constructions were not saved. We should experiment a bit more to see what different numbers result in.
The created site is very small, you'll have to build within It's boundaries.
So, I did a bit of experimenting on this and got these results:
non-numeric character=lair (mound type)-
creates empty mound-lair upon reloading area
0=white (dwarven) ruin, cannot travel through, acts like abandoned fortress
1=dark grey (goblin) ruin
2=cave, constructions remain built, no cave formed upon reloading site
3=light grey (human) ruin, constructions do not remain built
4=yellow (elven) ruin, constructions do not remain built
5=town, constructions do not remain built
6=red X, constructions do not remain built
7=lair (burrow type)-
creates an empty burrow type lair when site is reloaded-constructions outside the lair deconstruct, constructions within it do not
8=fortress
9=bandit camp
10=tomb
11=pink X
Every number tested that was above 11 produced a site marked with a pink X.
There might be more sites available, but I did not feel like typing out every single number from 12 to infinity...
Note that I did not test to see if constructions remained built in all the sites. Also, I discovered that for some of the sites where constructions normally deconstruct, if you leave them on the local map instead of fast-travelling out, they will remain built permanently.