Importing from External HDD and Analysing

I have my music on an external hard drive (WD My Passport 500 GB).

I have imported the music onto Rekordbox and analysed all the tracks.

I then ejected the external hard drive and connected it to my CDJ 2000 NXS2 by USB link and it is showing as 'not analysed'.

Still ejected, I opened Rekordbox from my PC (to check they were definitely analysed) but none of the tracks could be found.

I have 2 questions:

1) When we talk about importing tracks from an external source onto Rekordbox, are they actually being saved in Rekordbox? I thought that the tracks would be stored by Rekordbox however it is saying the E drive is missing so I don't understand what is the point of importing if the external drive has to stay plugged in.

2) If I import the tracks from the external hard drive onto Rekordbox and analyse them, how do I get the analysed tracks onto my CDJs and XDJs? 

Can I do it by plugging the external hard drive into the decks or do I have to get the analysed tracks on there some other way?

I did this last week on a USB device no problem and I'm not sure what's happening this time around. I have been reading on this so much but I can't find the answers to my questions.

Any assistance is much appreciated!

Lucy