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You should store everything to external SD card.
Replicate the folder structure on the SD and set your unit to use external storage.
Copy GPX files to NewFiles or existing .fit files to the Courses folder and it will use them.
Always check that all your files appear in the Courses list - the 800 has an issue where it will just ignore some files dropped into NewFiles. I've had this happen many times and have to keep copying the missing file(s) until they all appear. Numbering them makes this easier.
My 800 does the same, it's really annoying as you have to remember to turn it back down every time.
My 800 (which has generally been reliable) completely froze at the weekend, and in my attempts to turn it off I managed to factory reset it losing my GPX track, which in the middle of Dorset on a 300k was really fucking annoying!
Does anyone know if you can load courses onto the external memory card, or do I just need to buy another unit of some description as a back up?