@Sven > To answer your questions:
1) It's entirely likely that there are damaged files on the USB drive causing the problems with browsing. The RX is obviously optimized for rekordbox-analysed content, although you can still browse non-analysed USB drives, performance is not guaranteed.
Besides, I would NEVER EVER EVER plug in a USB device from someone I don't trust 100% - there are plenty of ways they can contain malicious content, or even simply fry your device. Check out this link of this USB killer posted just this week: http://techcrunch.com/2015/03/12/this-usb-drive-can-nuke-a-computer/
2) Chances are you're outrunning the buffer, so that is to be expected. You may find the performance is slightly more responsive when dealing with uncompressed audio files such as WAV or AIFF. MP3 and AAC files must be decoded on the fly and thus can sometimes stutter when you are zipping through the track with the search.
3) Another user noted this problem as well and engineers are investigating.
4) I'm not sure I understand -- you're running rekordbox and a DJ application (controlled via MIDI) at the same time? If you are having audio quality issues, it's possibly as a result of your computer's performance. What are your system specs / operating system version?