Question 1: Yes you can save/Load your samples and projects from an external usb or hard drive. please check out this link for further instructions
Question 2: if your sample was recorded at 128 BPM and its a perfect loop you should also make sure that in the EDIT sample window its also set to 128 BPM. Also make sure the MTMP and LOOP ON are selected for that sample. This should allow your loop to follow tempo changes from the SP-16master tempo.
Are you trying to TEMPO match with Pro link from the CDJ?