Samy, first I highly recommend that you view the excellent videos posted on Youtube by Mark Galer. He has a specific one on saving the camera settings to the memory locations that correspond with the 1, 2, and 3 on the Mode dial.
But let me briefly point you in the right direction.
First, the numbered positions (1, 2, 3) on the Mode dial refer to memory locations where you can save nearly all of this cameras abundance of settings. It is a huge number of settings, not just 1. So I won't list them all here. Note, though, that it includes the "Mode" that was in use when you saved the camera's settings. For example, if you were in "A" mode when you saved the camera's settings for "1" then when you turn the dial to "1" the camera will be in "A" mode.
When you switch to 1 or 2 or 3 on the Mode dial, you are resetting all of the settings in the camera that were in place when you "saved" to "1".
This "saving" operation is performed by going to the first Camera menu, the 3rd page and the look at the second option from the bottom. But before you go there you need to make ALL of the camera settings exactly as you want them to be when you turn the dial to "1".
Once the camera settings are saved to "1" (or "2" or "3") the next time you turn the Mode dial to that number ALL of the camera settings will be restored to the state that they were when you saved them. You can of course change the settings while remaining in the Mode. But once you turn the dial to A or S or M or P and go back to, say 1, all the saved settings will again be restored.
You do not save settings for the numbered Modes simply by changing the setting while in that Mode. It must be done with the menu item I pointed out. And it will apply to all settings on the camera.
This is a very powerful capability and I'll explain how I use it in just a moment. But first, I suggest not using the terminology "C1 or C2". In the Sony world, that terminology applies to the 4 customer buttons you can setup in various ways. (Again, I suggest you go through Mark Galer's video tutorials.)
How I use Modes 1, 2 and 3.
Since each of these modes applies to nearly all of the settings on the camera, I have arranged them for specific and very different types of shooting. I use 1 for Landscape shooting with a tripod, I use 2 for Action shooting (sports, wildlife) and I use 3 for Portrait shooting which I do very rarely. When I am just walking around I typically have the mode set to A and a lot of other things different.
Here is how it works. The first thing I did is set up the camera - all the settings that were required - to the setting I want for Landscape on a tripod. Mode is set to Manual, Aperture to 9, ISO to 100, Steady Shot is turned off, Focus is set to DMF and so on. (I used Mark Galer's suggestions as a starting point.)
Once the camera was set up the way I like for this situation then I go to the the Menu, Camera 1, 2nd page and near the bottom click on MR blah blah Memory. I am then presented with a confirmation screen for all of the camera's settings that will be saved. Assuming I agree with those setting I select the memory location from the choices across the top (1, 2, 3, etc.). (Ignore the M1, M2, M3, M4 for now). Then hit Enter and all of those camera settings are saved.
Now that I have setup (for me) Mode 1 for Landscape, every time I want to shoot a Landscape/tripod shot, I simply switch the Mode dial to 1. I can trust that all the settings are the way I want - this includes being in Manual mode. I can of course alter them while shooting. For example I can change the aperture. BUT, the changes I make while shooting in Mode 1 do not change what is saved for Mode 1. Should I leave Mode 1 and them come back, all of the settings will be back to what I saved for Mode 1. So I am always at the same starting point. If I want to change a saved setting in Mode 1, I must save it again. (This is actually quite easy. Go to Mode 1 which resets everything to what was most recently save in Mode 1, then change the setting you want to "semi-permanently" save, then go to the Menu Camera1 operation that you did to originally save those settings and do it again. All of your settings will be saved again but because you only changed one setting only that one will look different when you go back to Mode 1.)
Also note that if you are in Mode A for example and you go to Mode 1. When you return to Mode A the camera's settings will be put back to the way they were when you were previously in Mode A. In other words, once you leave Mode 1 your camera settings are returned to what they were before you entered Mode 1.
It can seem complicated but once you get it set up it is awesome.