I am trying to set the initial in situ horizontal stresses for all directions (sxx, syy, sxy, szz) to zero. However, after I click apply for the changes, it automatically reverts the horizontal stresses back to -100 Pa.
 
Is there a way to overcome this or must the initial horizontal stress be set to this value?

your procedure is correct and stresses are correctly set to zero. I cleaned up your script and added couple of lines to plot the sxx, syy and szz contours and make sure that all values are zero which they are.

"apply GUI" does not show the specified values it's simply showing an arbitrary value to help the user. user is responsible for making sure that specified values are correct and the best method is simply plotting them which is basically what I did above. so this is not a bug in the program and you are good to go.