I use a USB stick too. I keep my CD's on it. Mine always remembers the last song I had on. When I restart the car, it starts it over from the beginning.
I will say that I DID have "Other crapola" on my memory stick and I had issues with the organization and finding songs. It didn't seem to work right with the MENU. So, I took it in, plugged it into my computer and removed everything else EXCEPT the music. I had a folder with some video's from my camera, plus a folder with the Software that came with the USB stick itself. Once I moved them off there, and onto my computer, things got a lot better. Now it's well organized and I can get to any of my CD's easily.
Mine's a 2012, and I am not sure what I have on there for firmware. But it seems to work great now.