Cocktail Audio X45

Took a quick look at the owner's manual for the X45 and on page 107 there are instructions on how to copy or move files to/from the hard drive.  That seems to address your question, but then I don't have a X45 so have no personal experience to pass on.

The manual says to use the "scan music db" function which replaced the "import db"  function in older units. However, it requires you to leave the USB attached to the unit as it places an index in the music db and the actual file remains in the usb. This functionality does not make sense. I somehow feel that i may be missing a step that is not clearly indicated in the manual. Too bad there is no tech support. 

The manual I read has "scan music db" as a completely separate function from copy/move files.

There is a difference between the printed and online manual. 

printed manual says to use "import to db" functionality (there is none on the unit) but online says "scan music db" to add files or folders to music db.

When you use the "scan" option files will indeed move to the music db but only as long as the USB is in place. The usb has the file and the music db has an index.

The copy function appears to copy, but will not allow you to place the files in "my music" which is in the Browser>HDD1. Also, you cannot write directly to the music db.

The manual also says "※ NOTE: If you copy files or folders to the ‘My Music’ folder, those copied files or folders will be scanned automatically then
added to the Music DB"...........As i said, it will not allow it.

That's a pity. Seems odd they would make it so hard to import music to the hard drive. Adding new music to your local collection is a very important, and very basic, function for any player with storage. . Hope you figure it out.