Once you have converted it to a Song you can put it on a USB stick as a .mid File. It is not possible to record direct to a USB stick, while playing back the Song... no. You can record a .wav file by opening a Stereo Audio Track in Cubase and recording the Main L&R via USB.

OK. Thank you Bad Mister.
And recording via USB to an iPad or iPhone should work?

If I understand what you wrote BM:

1. Playing live from the keys can be recorded to USB.

2. Playing from a MIDI sequencer can be recorded to USB.

3. Playing from the internal sequencer can NOT be recorded to USB.

Saying “to USB” is unclear.

There is the USB “To Host” port and there is the USB “To Device” port. You must include the information about which one you are talking about.

USB “To Host” connects the MODX to a computer or iOS device.
USB “To Device” connects to a USB stick (storage device).

So we are not sure if you understood what was being said. To complete your statements

1. Playing live from the keys can be recorded to USB as Audio (24-bit/44.1kHz stereo .wav file) to an attached USB stick. “To Device”.
You can also say that playing live from the keys can be recorded to USB via the “To Host” port connected to a DAW

2. Playing from a MIDI sequencer can be recorded to USB both as Audio and/or MIDI using DAW software. “To Host”

3. Playing from the internal sequencer can NOT be recorded to USB to a USB stick.

But what was being said was, although you can record (as audio) your real time playing on the Keyboard to a USB stick connected to the “To Device” port, you cannot be doing so while simultaneously playing back an internal sequence.

Wow! great timing.
I was just getting ready to ask the same exact question about recording MODX songs.

Thanks Rob and Bad Mister.:)