I'm surprised the external HDD (not SSD) worked at all; the usual problem is insufficient power down the USB bus, and the usual result is EXTREMELY flaky operation, if it comes up at all.
This is why external USB hard disks (before USB 3.0, which allows >500ma on a standard port) have an external power adapter -- they need it. However, an SSD has MUCH lower power consumption and as such is fine on a standard USB port.
I have NEX4000 coming and intend to use a NTFS-formatted 128gb SSD as storage for my music. I'll report here once I've got it installed and working on how it behaves. An intelligent head unit should NOT require a material amount of time provided the device has not changed; all volumes have a VolumeID that they internally generate randomly when formatted (it's part of the formatting process) and so long as that Volume ID has not changed the device does not need to be re-indexed. The other thing the device can do is keep a checksum of the directory structure (and only the directory structure!) to detect changes to the media which allows for disconnect and reconnect, so long as you don't write to it, without requiring a full reindex.
I would hope Pioneer is intelligent in this regard -- some other manufacturers are NOT.