Can I save the images to a memory card when shooting tethered?
When you are shooting tethered, Capture One Pro / for Nikon / for Fujifilm / (for Sony) saves images to a chosen location but it does not save images to the memory card because it could be quite time-consuming, which slows down the process of transferring images to the computer.
Some cameras have the ability to save images to a memory card during the tethered shoot though. Those are Sony A7 III/A7R III/A9 and some Fujifilm cameras.
You may also want to use third-party software for synchronization to create the backup copies of images while shooting tethered.
NOTE: The option to save images to the memory card whilst tethering is available for Capture One Enterprise users.