The 3 modes are efficiency , auto and dynamic. The latter being the most sporty.
Efficiency is the slowests/softest throttle response with claimed improved mpg, though most likely not as you use more throttle for the same speed. This is also soft(est) suspension mode
Auto is the middle with a soft intitial throttle and alledgedy full power with full throttle openings. Suspension is still soft and cant recall if this is stiffer than efficiency, it doesn't feel stiffer. There maybe a change to steering feel but I haven't noticed this.
Dynamic is the full beans with a more aggressive throttle map and full stiffness on the suspension.
Dependant on the local roads Dynamic can be a bit of a challenge keeping the car between the hedges. as it bounces and skips over the bumps ripples and darts following camber changes.
Exhaust sounds slightly louder in dynamic and I think some of that is a sound generator pipped into the cabin. its not loud by any stretch compared to uber hot 4WD hatch exhausts available in Audi RS, AMG and ford RS models.