Where is save file stored?

I had a bad experience a while ago on Wind Waker with NOS where I had been saving regularly in game, but then one day I got a crash, and when I reopened WW I was almost right back at the start. I was told that because I'd never closed the software, I'd never backed the data up. The save screen in WW wasn't really doing anything...

I was just wondering whether there is a similar risk of something like this happening with FRLG? It's such an old game, where the save used to be on the cartridge; have Nintendo introduced a proper console save file? Or is the saving in game not actually doing anything, and a crash could make you lose your progress?