The Team Explorer Everywhere command-line client cannot save credentials on Windows. Team Explorer Everywhere, like Visual Studio, uses the Windows credential manager to persist credentials. Credentials stored in Credential Manager will override your domain credentials if you are domain-joined or a shadow account.
Simply open the Credential Manager and add credentials for the TFS server.
(Technically Windows is not a supported platform at all, we would recommend you use the actual TFS command-line client, part of the Team Explorer installation. The above steps work for it, too.)