micky wrote:

If I turn off the radio or gizmo or unplug the flashdrive, it starts
up again either (where I left off or iirc much more likely) at the start
of the song or segment I was playing when I stopped the previous time.

Where is this information stored, in the radio or the gizmo (whichever
the flashdrive is plugged into)? Or in the flashdrive itself?

I would expect the MP3 playing gizmo stores the current track/position
internally.