Not everything must be components. If its easier fit you to build your Settings mode more traditionally, do that. Make a fun game, not a "perfect" architecture.
If you do want to make all your UI elements as components, consider using Spaces. Spaces are containers of game objects and systems. They're a very useful concept. Put your actual game in one space, your Setttings mode in another, your Pause screen in yet another, MainMenu in one, etc. Your objects stay separated, you can clear or reset a single Space at a time, and selectively update/render only the active Soace.
You can even have more than one Space running at once. Say you want some background action but don't want it interacting in any way with the main action. Spaces make that easy.
Each Space gets its own instance of any relevant systems. Given two spaces that both have physics, for example, there are two PhysicsSystems, one for each Space, managing the physics bodies in their respective Space independent of the other. With a third party physics library, this likely means creating a physics World for each space.
This is also useful for UI, since each space can remember its "global" properties like active element independently. You can switch between menus without the player losing his place each time.