Why are my Chatroom bookmarks not synchronized with the other XMPP clients ?
Movim choose to implement the most recent XMPP standard for managing its bookmarks internally (XEP-0402: PEP Native Bookmarks) whereas the other clients such as Gajim, Dino or Conversations are not using it on their current releases (most of them has already implemented XEP-0402 but it's not enabled yet). If your server is running Prosody older than v0.12, you should enable mod_bookmarks2, or if you are running Prosody v0.12 and newer, ensure mod_bookmarks is enabled to get all bookmarks always synchronised.
Does deploying a pod also deploys an XMPP server ?
No it doesn't, they are two separate things. The administrator of a pod can separately decide to also provide the possibility to create an account but then a XMPP server needs to be deployed next to the Movim pod.
What is the role of a pod exactly ?
The pod is a shiny interface to show all the XMPP social features. It also acts as a cache for media content.
How much information is saved on a pod ?
Not much, everything that really matters is saved on the XMPP server of the user.
Are the images uploaded in the chat or in blog posts hosted by the pod ?
No they aren't. If the administrator of a pod enabled the feature it has connected it to a cloud like server to host the images. The images can be hosted on the same host but it will depend on the configuration of each pod.