Dan, I just tried it with the SD card and seemed to work fine. Haven't tried USB yet. I copied the songs to the Mac HD and then transferred them back to a different card. Plugged the card into the DP and worked fine. I could be wrong, but I think you only have to use the Audio Depot if using the USB. I do remember it was confusing on my 2488. Unfortunately, Tascam rarely responds to emails from my experience. I had better luck by phone, but the wait time is typically 15 - 30 min.
On their website, select Digital Portastudio, then DP-32, then Downloads, then select Tested Media List. I have not been able to find most of them. I don't know where you are from, but if you have Costco nearby, they sell a Sandisk Extreme 32GB card for $39.99 that works great. For any card, just make sure it is a Class 10. Try to see if you can return it if it doesn't work, because the 32gigs are not cheap. That's why I like Costco, no questions asked. Lastly, I have not used the Undo feature yet on the DP-32SD yet, but I remember with the 2488, I had to put the cursor one step from where I thought it should be (if that makes any sense). I'd make copy of the song you're working on and play with the copy. That way you'll still have the original if you screw up.
On this site, there is a document called 'Double's Home Guide' that was very helpful for the 2488 and may have been updated for the DP machines. It's on the home page. I do agree , the manual could be a little more informative. There used to be a predecessor to this forum that had experienced users chime in when some one was having a learning curve. I think a lot of them moved on. Hope some of this helps!
MLC