Do you know which UUs get to keep their unique promotions. I am playing with Egypt right now and I was certain that War Chariots would lose their promotions so I didn't bother getting that many horses but when I promoted one. Hot dog! They keep those promotions. Had to settle a not that great city to get few horses more. Now I am just waiting a good time to go war with Napoleon to get my 8 heavy skirsmishers to get me some of that sweet sweet production.
Well, there are those that loses everything:
Cataphract
Naga Malla (I think)
Naresuan Elephant's (I think)
Horse Archer
Atlatlist (I think)
Impi
I guess technically you could add the Siege-tower here as well, it doesn't upgrade but it goes obsolete.
And there are those that loses most of the useful things:
Conquistador(keeps the +sight I think)
Quinquereme(Not sure if it actually keeps the reconnaissance promotion, but either way it's low)
There are probably others that I've forgotten but that's what I remember.
So as an answer to your first question (which wasn't really much of a question considering it didn't have a question-mark): No I don't really know which unique units keep their promotion, but there are far more that actually keep them than which don't.