I’m concerned about time needed to copy (write) music files onto the card - with Class 10 card it would be much quicker than Class 2/4.
If you load the card with it in the player, class or speed of the card won’t matter. The transfer speed will be limited by the player. Class 2 or 4 is just fine.
Besides, if you encounter problems with the Class 10 card (as others have), is all this time-savings really worth it? Doesn’t matter how quickly you loaded the card if you can’t use it reliably.
Would using separate card reader (via USB) be faster to copy files into memory card than using built-in player card reader?
Yes. But you can always set up the transfer (highlight the files and initiate the Copy to command) and go have dinner or watch a movie. It’s not like it’s going to take days.