The error code is returned when the slave device is not set. Slave devices should be searched before configuration. Once you search slave device, you will be able to configure slave devices. If you call API which is not supported for slave devices, the error code is 'NOT_SUPPORTED'. (eq. BS2_ScanFingerprint is not supported on slave devices)
When the SDK is initialized, there are no information about the slave devices. Therefore, a slave device must be searched or added before controlling.”
It means you need to search at least, not necessarily configure every time. Searching for slave devices would take a lot though.
Actually this information is stored in Structure BS2RS485SlaveDevice, which means you don't need to call either BS2_GetSlaveExDevice or BS2_SetSlaveExDevice.