Try doing "sage -sh", or starting sage however you usually would but with " -sh" appended. Then do
echo DOT_SAGE
e.g.
$ sage -sh
Starting subshell with Sage environment variables set. Don't forget
to exit when you are done. Beware:
* Do not do anything with other copies of Sage on your system.
* Do not use this for installing Sage packages using "sage -i" or for
running "make" at Sage's root directory. These should be done
outside the Sage shell.
Bypassing shell configuration files...
Note: SAGE_ROOT=/Users/.../sage-6.5
$ echo $DOT_SAGE
/Users/.../.sage/
No, and I don't have time to investigate it now. But my guess is that either it's an issue where there is something with respect to the USB not having a directory it should, or maybe something happened to already be named this for some reason.