Hello Mark - they must be USB2,0 as Montage doesn't have the output for 3.0, and with no partitioning or pre-programming if you want to use it for up-dates. Personally I keep a little 2Gb that does nothing but updates. Somewhere in the Reference Manual (I think) there's a list of all those that Yamaha have tested - but they don't actually guarantee that any of hem will work, For the back-up I use a 16Gb 2,0, although Yamaha have tested up to 32Gb units. I have no idea what a 'thunderbolt' cable is, so can't help there. Montage doesn't seem, to mind who it talks to, so your Macbook should be OK.

As already stated, Montage is USB 2.0 only. Thunderbolt is basically a trademark name wrapped around USB type-C (a connector type) and "Thunderbolt 3" implies USB 3 protocol support (among other things that do not matter to Montage). USB 3, as a standard, supports legacy USB standards - of which USB 2.0 is most important to Montage - and yes, this is supported. Since USB type-C or Thunderbolt has a different cable type than your traditional "printer cable" with a type-A male (rectangular looking connector) on one side and type-B (square boxy looking connector) on the other side - you'll need to get the proper cable to convert from the Thunderbold/type-C connector on your computer to the Type-B connector on Montage.

Something like Startech USB2CB1M

There are other ways to get there as well, such as using a USB hub with USB 2.0 support and a Thunderbolt/Type-C host port. Since Yamaha cannot be sure all hubs are built correctly (user testing has shown in general using a powered hub is fine) - they would recommend using a cable with no hub between. Also, any time you insert "hops" into the USB signal path - you could be affecting latency if using the digital audio for anything which you would prefer the lowest latency.