The chat sends your task history to Claude to answer questions. It needs an Anthropic API key (from console.anthropic.com). The key is stored only in this browser, on this Mac — it never goes anywhere else.
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Pick a file in iCloud Drive or your Documents folder. The app then keeps that file in sync on every change — so you always have a copy outside Chrome, safe even if Chrome's data is ever cleared or this Mac dies (if it's in iCloud).
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Your live data is stored in this browser's local database
(marked persistent so Chrome won't auto-clear it). Your full imported history is
also baked into daily.html itself, and you still have the original Notion
export — so there are several layers between you and losing anything.