Case 1:
You can connect the CDJ's via LAN to the MIXER and then connect mixer via USB cable to your PC to connect to Export Mode.
If you want to use LINK export with a USB connection, the USB connection driver is needed for a Windows PC.
Case 2:
If you want to hardware unlock by the CDJ-3000, yes it is necessary to connect via USB cables and preferred to select the DJM as a soundcard.
You can still connect the same as in case 1, but you need to manually select the player number of the CDJs.
If the left CDJ is connected to CH2, the player number has to be NO.2, and if the right CDJ is connected to CH3, the player number has to be NO.3. And you need to select DJM-900NXS2 in the Audio setting to use it as a soundcard.
However, DJM-900NXS2 is not a hardware unlock device, so a Core plan or higher is needed for this connection.
Case 3:
If you change the setting in Preferences >DJ System > My Settings, it will reflect on the connected USB drive.