Currently, when I enter ^a : (control-A followed by ':') to send a command to GNU screen, I can go back one step in the history, and see exactly ONE previous command. This is really annoying, as I'm used to being able to go back thousands of steps in my shell history, and I'd like to be able to save at least a few dozen screen commands as well.
How can I do this?
This is actually a function of screen and, in its current release, is NOT possible--only one line of the history is stored. There was a patch posted to the mailing list some time ago, but it may not be applicable today.
Unfortunately, development on screen has slowed significantly, so if you're looking for more modern features, you may want to look at something like tmux--which is newer, but a bit more unstable than screen.
Take a look at this thread from last year: GNU screen loses (parts of) command histories