Where is my save? On your device — the app's own on-device storage on iOS, your browser's local storage on the web. On iPhone and iPad, iCloud also keeps it in step across the devices on your Apple Account; the web version never leaves the browser you played in. Progress autosaves constantly; closing the app is safe.
Can I recover a wiped save? No. Wiping from the title screen is permanent, and on iOS the wipe travels through iCloud too, so another device won't hand the run back. Only the dig goes, though — your records, trophies and run history survive a wipe.
I reinstalled, or got a new phone. Signed in to the same Apple Account, iCloud gives back your save, records, trophies and run history the next time Descent opens. The web version has no such thing: clearing that browser's data is final.
My pod ran dry deep underground. If you have insurance, a rescue tow flies you home for one policy. If not — that run ends where it stands. Buy insurance at the rig shop before the deep runs.
Does it need internet? The iOS app: never. The web version: only to load the page itself.
Short version: no tracking, no analytics, no ads, no data collection of any kind. The whole version lives at /privacy/.