If you finished a project with CodeAlly, it’s completion should be saved to your freeCodeCamp account - meaning you will see the checkmark by that challenge on freeCodeCamp. The things you created in those projects (CodeAlly containers), will get deleted at some point. So if you want to save anything from those projects, you should go to your dashboard (linked above), open the project, and save the files to your computer or somewhere.
If you log out of gitpod, your gitpod projects will still be there for a little bit. You can learn more about how gitpod works here. I think it mentions in that post that gitpod will delete your project after 14 days - but you can pin it to save it longer. I also recommend looking over that post at some point to learn more about gitpod. Mainly, you can optimize your free usage by going to your preferences and lowering the default workspace timeout - that is how long before a project stops running - just stops running, you can open the project back up still.
If you logout out of freeCodeCamp before completing a course on gitpod, that course completion won’t get saved to your freeCodeCamp account (no checkmark).