A long time ago i had used this phone i don't exactly remember it.
1:May you know when you highlight the sim saved sms it may also have sim card icon showing or the yellow colour of your that highlighted sms may become white.
But the most sure way is that the sms you want to check it's saved on sim or not.Open that sms and go to options there if the "save message" icon show grey colour and when you can't choose this option then it's sim saved message,if the "save message" icon show the normal colour with the other text then it's phone saved sms.(you can save sms from phone to sim but can't get them back from your sim to phone memory).
2:Un forntunately your phone is not supported by pc suite so you can't save your messages to your pc.
in other phones i use the trick to copy the text of sms and paste them in the "notes" but as i remember your phone also don't have "notes" in your organiser and also don't have copy paste option.
