Yes, it just keeps moving through the files - plays all in one folder, then to the next folder, then...
I've tried that, but "shuffle" is relative to that particular drive - next drive sequence, it might shuffle back through something just played. If you always drive for long periods, that wouldn't be a problem, but a few 10 minute errands, and I found myself listening to some of the same songs over and over.
I agree - I even copied a few thousand songs over to a portable hard drive, and tried that. The read/index time was so long I just gave up. I tend to purchase full albums, and there's some songs I just skip over. That's why I opted for only those I like. Even figuring 3 minutes per song, 1000 songs is at least 50 hours of music, so it's quite some time before I cycle all the way through them.