RETRAM could be retained in all modes using VBAT in absence of VDD supply.
Note that the Cortex-M4 is seen as a Cortex-A7/Linux coprocessor and cannot boot itself after a reset, SRAMx/RETRAM memories must be loaded by Cortex-A7/Linux side after cold boot.
RETRAM could be used to store code required upon Cortex-M4 wakeup from STANDBY, as it is possible to configure the system to wake-up only M4 (which can than wake up Cortex-A7/Linux later if needed, or go back to STANDBY).
https://wiki.st.com/stm32mpu/wiki/Coprocessor_power_management could give you mode information.
If you want dedicated non-volatile memory for Cortex-M4, depending on your application, external memories could be added using I2C, SPI or QUADSPI peripherals, but still no Cortex-M4 direct boot from it.