When I'm recording the video can auto save in my phone, how about images, am I must keep downloading from my drone or is there any way to auto download my images? Thanks

The images are only there for you to view on the app to see what photos you took on that particular flight. You need to download the photos from your SD card or plugging the aircraft into your computer.
Besides, all video and photos in the app are very low resolution and nothing like the files on your SD card.