Natively compiled procedures aren't in memory. They're stored just like other stored procedures in the system tables, and then compiled into dlls as well. It's the In-memory tables which are in-memory.
Query Store captures queries and plans for natively-compiled procedures the same as it does for interpreted T-SQL. You have to enable the capture of run-time execution characteristics, you can do that by running a system stored proc.
The details are given in https://msdn.microsoft.com/en-us/library/mt590480.aspx
Gail Shaw
Microsoft Certified Master: SQL Server, MVP, M.Sc (Comp Sci)
SQL In The Wild: Discussions on DB performance with occasional diversions into recoverability
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