Where does Pegasus store the PGN of my game?

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Answer:

Both Pegasus and the DGT Chess app do not store PGNs or personal data. If you have played a game via an online platform, your game will be saved there (if you have an account).

Note: It is best to copy and save the PGNs from the chess platform to the clipboard of your mobile device or a digital notepad BEFORE you close a game. This will allow you to paste it in Lichess or Chess.com for later analysis.