OK, I just went and scanned my manual to get some definitive answers. This is from my 2016 with Concert (no nav). YMMV on other radios and model years.
The salient points are these:
- For the SD card there is an overall limit of 2,048 songs on the card, with a limit of 512 per folder, and a limit of 255 folders (my earlier guess of 500 per card was a bit low)
- It can play MP3, WMA, and AAC files but notably the latter must be "Low Complexity." This may explain why some iTunes songs do not play even if they lack DRM.
I have noticed that there is no error if you exceed any of the limits above - it will load what it can and just stop when it hits its limit. If you try to play a playlist that points to a song it could not load it will just skip it until it finds one that it can play. So you may not notice it very often - while it *seems* limitless, it's definitely not.
Also, with respect to the different shuffle behavior: you can change how it shuffles, but confusingly by changing the repeat setting, which also controls shuffle behavior.
Open the "control" menu while playing a file, then scroll around to the "repeat" area of the circle and you can chose what level it repeats at (e.g. entire medium, within a folder, etc.) This setting will also apply to shuffle, so it will shuffle all songs in folder, or a playlist, etc.
EDIT: just saw you said you could not access the entire medium for shuffle. The manual does say that the available options may vary but does not explain why they vary and under what circumstances you get what options.
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