The NCE advanced consisting is portable, including function response, as intended. The consist address and function response are stored in the decoder, and are independent of the command station. This is discussed in detail in the manual, and also here for an online reference. The only caveat, as Pete notes, is that you need to address it using the consist address, not the loco addresses as the NCE interface allows, if you are on another system.
I have three DCC systems with which to demonstrate this:
- NCE PH10-R on my main layout
- NCE Powercab for bench work
- ESU Lokprogrammer, which can also function as a basic cab
I just created a consist of two SW-9s (because, well, why not... 
) on the PH10-R, using the advanced consist option. The consist functions exactly as expected on both the NCE bench setup and the Lokprogrammer, neither of which obviously have any knowledge of the setup on the PH10-R. Consist function mapping also responds as expected - in this case I set up the cab and panel lights to respond to the consist address, so those lights on both locos respond to a single function press on the cab.
You can see the consist config stored in the decoder in this pic from the Lokprogrammer:
Make of the data what you will.
