I believe the only cart you can save directly to is the offical Sega cart (there may be an exception to this). The third party carts only allow copying via the system memory. If you want both RAM expansion and memory saves, you need one of the Action Replay carts. Once again, these carts only allow "2nd hand" saving.
AFAIK, there is no cart that has a socket to plug a second cart into.
The docs I've read suggest that it's impossible to have a cart that has both a direct-save memory function and an expansion RAM function. Well, you could, but there would have to be a switch on the cart; you couldn't have both at once. Not sure why you'd want to though, since AFAIK none of the expansion RAM games need a lot of save memory.