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'always display': The course displays as a static, non-directional coloured line on your map (possibly with static labelled waypoints on the map the course file includes them)
'navigate': directional, active navigation cues, rerouting.
So on Sunday I loaded up two North Downs-ish routes, set them to 'always display' red and green, and made up my own route mixing the two, reversing bits.
This is an 830, might be a bit different on other devices.
You can just 'always display' the route rather than navigate it.