All of the synths I have.....Cake, NI, EW, and several others all load the samples to memory so they can respond instantly. Some of the samples are quite large for the synths and take several seconds to load the complete files..... I can't imagine the latency if they had to stream. Kontakt is one that is quite large and so it loads it's samples to memory.
I used a laptop with a USB external HD for several years with great success.
How to load the samples to the USB / secondary drive..... in the installation process, there is usually an option given for a custom install.... choose that and select the alternate destination for the files.
I think I also simply did a cut/paste of the files folder to the secondary hard drive with the existing folders containing the samples....since they are simply audio files.... the synth initially looked where it thought they were, couldn't find them and returned an error loading samples message.....I simply went in to the proper place and navigated to the new folder location, made it the default, and from then on the synth found the files.
I use a secondary drive since my sample folders are quite huge..... I don't want them on the C drive with the programs and synths.