>>34329168Game cartridges store all the game data, save data is stored on consoles (though some third party games have used console's storage space as well as cart space when needed for game data).
Docked mode is essentially just overclocking (though I think technically the console is underclocking in portable, but whatever) the console, generally that means that games go from 720p to 900p with some performance improvements here or there.
The whole point of the console is that it is almost equally powerful in both handheld and console mode and that you can play it whichever way you want whenever you want, its not like docking it gives it some massive power boost, its generally just enough of a boost to up the resolution so it looks nice on a large TV screen.