1. Yes this can happen, I'm not keeping a real-time detection of memory cards or USB drives, if you disconnect after listing, the save list will remain. (Same thing would happen on Apollo PS3 or PS4 with usb drives)
2. and 5. That seems weird, looks like no files are getting written to Memory cards. Not just importing, but even saving "Apollo Settings" fails? that worked before, but now I'm loading some additional memcard modules like XMCMAN to handle memcard save properties like Date/ Time / permissions flags. Everything is still working on emulator but it might be different on hardware.
To rule things out, I can build 2 versions, one without loading the XMCxxx modules, and the other with them. Then you can try if you can at least save app Settings.
Thanks for the tests