Official comment
@Sven > For starters, if you have the encryption enabled on that drive, there's one reason why it might be slow. Another could be if your computer or drive's preferences are set to allow the drive to "sleep" after a certain period, it could be that the drive loads (buffers) the track, then goes into its standby mode. The next time you go to load a track, it has to power back up and spin-up the disks again, thus taking extra time to load.
As that's a bus-powered drive, it could also be that it's drawing more current than what is available, and isn't performing optimally. This is just a theory and without proper testing equipment, it's hard to know for sure. You could try and use a pig-tail USB cable with a secondary USB-A connection to provide power-only to the drive and see if the problems persist.
The players themselves have no problems with a database of 15,000 tracks.
Regarding the issue with your Corsair Survivor drive, I can tell you from experience in testing USB drives, while it is a rugged and reasonably well performing drive, it's one of the only drives that has seen consistent problems across the Pioneer DJ line. Our engineers believe the conflict is with the memory controller inside the drive causing read errors when used with the players. It seems to happen almost 100% of the time with XDJs and 80% of the time with CDJs. Some users have found formatting the drive to FAT32 has worked better than HFS+, while others have found the opposite. Either way, I do not recommend that drive, rather, I prefer the SanDisk Extreme Pro or Corsair GTX drives. Both use SSD-based memory controllers and are wicked fast for writing from rekordbox.
Regarding the "theft," Unfortunately no, there is no way to prevent this other than using a locking cable or something similar to secure your drive to the player / table. Having a password-protected drive would not benefit a speedy performance or inebriated DJ who has forgotten the password.