nope; Delivery is the slowest
I've just created a gdb of my Audax ride and it follows the road when I polt it on the PC; but does as the crow flies when I download it to the device
I wish I'd just gone and bought a SatNav as per the OP
*I think that...*
Although a gdb file has the full route as displayed along the road in it, all that gets sent to the GPS is the points that you've clicked on when creating the route.
If the GPS is set to off-road (or it's set to prompted and you select off-road), what you'll get is straight-line segments between the points you clicked. It's up to you to have clicked on enough points that you have a clear idea of which way to go when you arrive at a junction, given that the displayed route line and pointer arrow will be aiming directly at the next click point.
If the GPS is set to follow road (or it's set to prompted and you select follow road), what happens is that the GPS will calculate its own route between the clicked points, according to the current settings of quickest/shortest, vehicle type, avoided roads. It will then guide you along the route, including making prompted turns at points where you didn't click. Follow road routing is what you are thinking of as Satnav routing.
In an ideal world, if the settings on the GPS were the same as those on the PC, you'd get the same route displayed. However the world isn't ideal, and in practice the routes can differ, especially if your clicked points are a long way apart.
If you are trying to follow a specific route (eg an audax), it's best NOT to set the GPS to bicycle. When in bicycle mode, it can put in quite large detours to avoid bits of road it doesn't think are suitable, and you can end up going quite a lot further than the shortest route. Try delivery, car or emergency. I have however found that bicycle mode did well in giving me a quiet route into the centre of an unfamiliar city.
If I was setting up a follow-road route for an audax, I'd start by working out on a map where the route was meant to go. I'd then set the routing to car/shortest distance and click on each of the controls in turn, then check the route it came up with against where the route was meant to be. In practice, the specified route often isn't the shortest way between controls, so it's quite likely that there would be differences. In that case I'd add extra points between the controls to force the route onto the correct roads. After downloading the route onto the GPS, I'd check it again in case of any differences in routes selected, and correct and download again if necessary.
One point to note is that the first point should be half a mile down the road from the start, rather than at the start. Otherwise you run the risk of it trying to get you to go straight back to the start because you didn't actually start from where you'd told it you were going to.