This is a very good question. I registered here only to ask this question and after quick search, it seems like I'm not the only one wanting this.
My laptop has 6 schemes in total (I have Czech language windows, so sorry for rough translation)
Power saving scheme
Ecological (I suspect that Toshiba drivers put this one here)
I also created two more
Power saving STEALTH (lowest performance, as less fan speed as possible)
& Gaming MAX (everything high, including fan)
So, when I click on battery icon in systray, I have just two there. For more of them, I have to click on "more" and then wait a second or two before this window loads, then select what I want and then close the window.
Seems like too much unnecessary steps to me. So if anyone knows how to do it, I'm all for it.
Going to search registry for some values about it.