2 : NVMe SSD has no problem in wake-up after sleep, but may not Especially when you want to sleep SSD (HDD) it is nearly hopeless. MZ-VPW256 1 : AHCI SSD is the same type as Apple genuine, so it will definitely recognize it at startup (boot), but in many case, it can not wake-up after sleep. The only exceptions are Windows PE and Windows To Go, but the former isn't 'real' Windows and the latter requires special preparation and licensing. Windows doesn't support booting from USB-attached hard drives anyway, so you wouldn't have been able to boot from that drive while it was attached via USB.
While having them in DVD format was good enough for my needs, most of them where scratched and useless so … Yes, you have to leave the USB memory stick there for every boot.