I use a SDHC card on my CDJ-2000 NEXUS. It works 100% but a USB stick would work just fine ;-)
Do you have rekordbox on bouth desktop and laptop? I would recomend you to use only one of them. If you only got rekordbox on one of them and connect the drive to the other computer you dont have to rescan hven connect to rekordbox later.
3.Yes you can. You can sort out track name, artist, key, album, bpm, genre etc. That require that your mp3 tags are correct.