I'm sorry but I can't follow what you mean. Saving to cdp will pack everything needed in the route as far as the data. All you download from DLS and other sites is cdp-format, with very few exceptions.
Now, forgive me if this "mess-up" you're having is some kind of new "feature" of a later edition of Trainz than TC3. In that case, I'm not aware of how cdp's are packed.