So I had an experience recently where a USB would simply not read playlists on an XDJ-RX when I was attempting to take over from another DJ during a live performance. It said "Rekordbox database not found" etc, despite the USB being formatted using the HFS+ file system, and properly synced up with Rekordbox and tested. The macOS is up to date, Rekordbox is up to date, etc. The other DJ would have had to stop their music for me to troubleshoot this software glitch in front of a live audience - no bueno.
The SanDisk USB which was HFS+ file formatted and recently purchased at the Apple store was tested on a brand new XDJ-RX2 prior to heading over to the venue to play on the XDJ-RX. After this experience where the USB couldn’t be read, I additionally went back home after to test the SanDisk USB yet again on the XDJ-RX2 a few hours later and it worked just fine on that controller again. The USB was exclusively used for Recordbox and nothing else. I have never had issues on that XDJ-RX2 controller or the prior XDJ-RX2 I owned with this SanDisk USB or other USBs.
Did some further digging into what might have caused this simple but critical problem and did a bunch of testing and reformatting with trusted brand-name USB's on different controllers like CDJ-2000NXS2's, the XDJ-RX and the XDJ-RX2 to find out what was going on and try to replicate the issue. Most notably in my testing, I was able to successfully replicate this read issue of the USB not being recognized on my XDJ-RX2. This issue occurred with a totally different USB. Keep in mind, this XDJ-RX2 has never had issues reading any USB. When formatted using HFS+ the USB began to sporadically throw an error of not being able to read the USB. Furthermore, the USB would work in one port on the controller but not the other port on the same controller. Once a port started throwing the error, it would also continue to throw the error. This was with a completely different brand new Corsair USB that was HFS+ file formatted attempting to be read in a completely different controller (the XDJ-RX2). When I reformatted the Corsair USB to FAT (MS-DOS) in Disk Utility on macOS - it then made the USB into a FAT32 formatted drive. From that point on, it seemed to be solved and I could not replicate the problem of not being able to read the USB.
It turns out that although Pioneer officially claims that HFS+ works and is compatible, isn't really NOT a supported by Pioneer or recommended or reliable file system. HFS+ works only sort of, most of the time but this format has major problems if you plan to use it professionally. If you use a HFS+ file formatted USB, just be aware that occasionally the USB simply won't be read at all in one of the USB ports. This issue seemingly has nothing to do with hardware (the physical USB memory stick itself) at all and it’s isolated solely to a bug in the Rekordbox code running on the actual controller (CDJ, XDJ, etc) you're using. If you're taking over from another DJ, that will be a problem because there is often only slot available to transition unless you stop the music entirely. Once a controller throws this read error that it can’t properly load the contents of the USB (despite them being there), it won’t matter how many times you properly eject the USB and try and have that USB port recognize it - it simply won’t work.
Highly recommend anyone to use FAT32 (called "FAT (MS-DOS)" on Disk Utility if you're using macOS). It's super confusing because FAT32 is “supposed” to be capped at a 32GB capacity. Why Pioneer is still using a file system originally introduced in the 1970’s that literally was a part of Windows 95 is a bit beyond me. These seem like the kind of compatibility issues that were experienced back when Gateway and Netscape were a thing so hopefully they get addressed soon now that it’s 2020. Although FAT32 is highly antiquated and it’s counterintuitive to select as an option, it might be the only choice for pros who need the best chance of relying on Pioneer gear.
Hopefully this PSA saves others the frustration of equipment not working for mysterious reasons. Pioneer says an HFS+ file formatted USB should be fine and claims to be supported but it’s really not stable in use. Keep it old school and use FAT32 formatting to avoid USB problems and spend your time enjoying putting on a performance versus doing stressful tech troubleshooting.