My casio hz 600 won't store new sounds that i've written, is there an internal battery to protect memory and if so, do i need to replace it?

Have you ever changed the internal Lithium Battery. Try the reset here, although it is for a different model. The Keyboard was actually made by Casio and sold with the Radio Shack name on it.

REPLACING THE MEMORY BATTERY

Your keyboard uses one lithium battery to protect some types of data when it is turned off. This battery is installed at the factory,
and lasts up to 5 years. If the keyboard's memory is erased when you turn the keyboard off, take the keyboard to your local Radio Shack store to replace the lithium battery.

RESETTING THE KEYBOARD

Note: Resetting the keyboard clears all information you stored in the keyboard's memory, including the parameter settings, song
sequencer, pattern sequencer, and registration memory. Resetting the keyboard's parameter settings clears only those settings from
the keyboard's memory. To reset the keyboard, turn the power off.
Then hold down ENTER. Reset? appears. Press YES.

https://www.google.com/search?q=Radio+Shack+Midi+Keyboard+MD-4072+reset

..

Generally, any unit such as this will have a backup battery for the user changeable areas' memeory. The normal span is 6-8 years, but i change all mine at 5. You should read the manual for your device and/or contact Roland customer service. Here's the info-
http://lib.roland.co.jp/support/en/manuals/res/1810803/GT-10_e2.pdf
Roland Support

HQRP AC Adapter / Power Supply for Yamaha PSR ... - Fixya

www.fixya.com/search/...hqrp_ac_adapter_power_supply_yamaha.../60...

HQRP AC Adapter / Power Supply for Yamaha PSR-280 / PSR280 / PSR-290 / PSR290 Keyboards Replacement plus HQRP Coaster, 600 related issues. ... is there an internal battery to protect memory and if so, do i need to replace it? yes there ...HQRP AC Adapter / Power Supply for Yamaha DGX-620 / DGX620 / DGX- ...

HQRP AC Adapter / Power Supply for Yamaha PSR ... - Fixya

www.fixya.com/...hqrp_ac_adapter_power_supply_yamaha_psr/adapter

HQRP AC Adapter / Power Supply for Yamaha PSR-280 / PSR280 / PSR-290 / PSR290 Keyboards Replacement plus HQRP Coaster, adapter related ... need a new one, you could try to get a replacement from casio or try to get an ... It MAY appear to operate on DC BUT it can't generate the +/- voltages internally for sound .

Musical Instruments - Keyboard Accessories on Pinterest ...

https://www.pinterest.com/.../musical-instruments-keyboard-accessories/
HQRP AC Adapter / Power Supply compatible with Fulltone CATALYST / CHORALFLANGE Guitar Effects pedals Replacement plus HQRP Coaster by HQRP. $7.91. ... The MS-90 is a column monitor stand that features three internal channels - .... Yamaha SK88 Survival Kit for 88-Key YPG Series Keyboards by Yamaha.

update it or flash with new latest files

You may be running out of internal memory. Try deleting, songs & SMF etc that you may have recorded to INF AFTER moving them to an SD CARD first.
IDES4 can also be used to move user tones etc and do a factory init.

Replace the internal micro switch or just by a new pedal

It sounds like the actual button switches are going bad. Those would normally be replaceable id you can find an electronic tech that is competent. The internaal backup battery may be bad causing loss of the songs. One would have to look at the switches and find a substitute supplier. These switches are often very tiny about the size of a pencil eraser and are actuated by the larger buttons on the panels. You can probably find them at Digikey.com or Mouser.com. They typically cost about 30 cents each... Disassembly and desoldering and soldering qill be required. The internal parts of the switches wear out.

Sorry, but Roland uses the opposite sense switch. They use normally closed where Casio requires normally open contacts. SOMETIMES one can rewire the pedal internally, but you have to be mechanically and electrically inclined to do that.

If I were to venture an educated guess I would vote for failing filter caps in the power supply.

The power is likely collapsing under load of the speakers but headphones take much less drive.

If this has an external wall-wart power supply, you might try a new one IF the output is found to be under the rated voltage.

Internal power supply components are beyond those individuals that are not adept at electronics.

Check your battery. A weak battery will recover a bit when you power down for a brief period. Strumming hard will overcome the weak amplification when battery is down. Check that your battery is at LEAST 8 volts.

Also verify your plug into the guitar is clean. The barrel of the plug shorts to the ring contact to connect the internal battery. Do NOT use a balanced TRS cable for your intrument as this will lead to a marginal condition.