You wish it saved the gcode to the SD card. That looks like the same thing we use on the MP select mini. Which is a rebranded mylan 200 machine. Damn reliable but 120x120x120 build envelope. Anyways, so there must be a small amount of cache on the mainboard that will hold a few lines of gcode, but go ahead get something printing and then disconnect from the printer and see what happens. This is an extremely unstable way of printing. Because you are printing from usb just using wifi as usb cable. No the whole file never gets saved anywhere on the board. Or so it is for the mp select mini. Let me know if that has changed for their delta. And if so, I strongly recommend you print from sd. It is still the most reliable way to print with the fewest links in the chain to fail.