1) The Opus Quad does not have the ability to store memory cue points, but you can call them using SHIFT + TRACK SEARCH buttons.
2) If you have both options checked the in the preferences, it will export to both -- unless you use the sync manager, in which case you need to select which library type you're exporting in the drop-down at the top right. This will be addressed in the next update so you don't need to select it, they just couldn't fix that in time for release.
The data will sync back to the rekordbox library so then if you had another drive that was only the non-plus library, you can export changes to that device as well.
3) If the songs weren't already in the library, then I could see why a conversion error would have required import, then export.