To move files around the Le Max 2 and the Kingston DataTraveler microDuo 3C, just go to the File manager on the home screen and select the file(s) you want to transfer. In this case, we selected a large video file from the Phone storage.
Just hold down the file and you should see the icons for Copy, Move, Upload to the Cloud or Delete. I selected the Move icon and was brought back to the Phone storage root folder. To move to the Kingston DataTraveler microDuo 3C drive, select the back arrow followed by 'AE18-F0B9' to access the Kingston DataTraveler microDuo 3C drive folder.
Once you have selected the folder you want to move the file to, select 'Transfer' at the bottom of the screen. The 2GB video file was transferred within 3 minutes and after that I was automatically directed back to the folder that I moved the file from.
After returning to the File manager home screen, I was able to select an External USB storage device (which is the Kingston DataTraveler microDuo 3C) and confirmed that the video had been moved to the right folder.
If you want to remove the Kingston DataTraveler microDuo 3C drive from the Le Max 2, it is recommended to safely eject it. Go to the Le Max 2's System settings -> Storage, and towards the bottom you will see the External USB storage section. Select 'Unmount USB storage device' and confirm the action.