There’s no way to get WMP to automatically distribute songs on the internal and external memory. I use media monkey and have 2 folders on my hdd - 1 with music for the internal and 1 for the external (set up using the device configuration). Then I sync each one. It’s a little messy and I’ve half given up with it but it may work for you.
As for playlists - you should be able to create .pla playlists in explorer using tracks from both memories if you are in MTP mode.
If you use MSC there are several scripts that can create playlists - a forum search should find you a few.
